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Initial commit: fx_quant_engine and options_quant_engine scaffold

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Pramit Dutta
2026-03-30 17:20:45 +05:30
commit bfd32becc7
114 changed files with 4974 additions and 0 deletions
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options_quant_engine/config/risk.yaml
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risk:
target_vol: 0.10
max_gross_exposure: 1.0
max_single_asset_exposure: 0.25
stressed_regime_multiplier: 0.5
illiquid_market_multiplier: 0.6
data_reliability_penalty:
high: 1.0
medium: 0.85
low: 0.6
market_hours:
inr_derivatives_open_utc: "03:45"
inr_derivatives_close_utc: "10:00"