Initial project scaffold: five quant strategies for Hyperliquid Testnet

Set up the directory structure and wrote placeholder logic for:

- Order Book Imbalance: trades on L2 bid/ask skew
- Iceberg/TWAP detection: follows whale accumulation patterns
- Funding rate arbitrage: delta-neutral carry on perp funding
- Pairs trading: BTC/ETH spread mean reversion
- Avellaneda-Stoikov market making: optimal bid/ask quoting

Also added shared risk manager, portfolio tracker, and a plain-language strategy walkthrough in docs/.

.gitignore

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+__pycache__/
+*.py[cod]
+*.egg-info/
+.venv/
+venv/
+.env
+*.pem
+*_pk
+data/
+*.parquet
+.ipynb_checkpoints/
+.idea/
+.vscode/
+.DS_Store