Initial commit: fx_quant_engine and options_quant_engine scaffold

2026-07-28 10:57:44 +00:00 · 2026-03-30 17:20:45 +05:30
commit bfd32becc7
114 changed files with 4974 additions and 0 deletions
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+{
+  "engine": "options_quant_engine",
+  "timestamp": "2026-03-30T10:00:00",
+  "asset": "USDINR",
+  "signal_type": "directional",
+  "signal_direction": "long_usd",
+  "signal_strength": 0.74,
+  "confidence": 0.68,
+  "regime": {
+    "trend": "trend",
+    "volatility": "normal",
+    "dollar": "strengthening",
+    "risk": "risk_off",
+    "combined": "usd_dominant",
+    "stability": 0.71
+  },
+  "expected_volatility": 0.089,
+  "risk_flags": ["outside_primary_market_hours"],
+  "drivers": {
+    "trend": 0.51,
+    "momentum": 0.36,
+    "mean_reversion": -0.12,
+    "carry": 0.09,
+    "macro": -0.07
+  },
+  "recommended_action": "enter_small",
+  "position_sizing_multiplier": 0.65
+}