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/.

README.md

@@ -1,3 +1,59 @@
-# ftdt-quant-lab
+# FTDT Quant Lab — Quantitative Trading Strategies
 
-Quantitative trading lab — Nautilus Trader strategies on Hyperliquid Testnet. Part of my professional portfolio.
+A collection of quantitative trading strategies running on
+**Hyperliquid Testnet** via **Nautilus Trader**. Built as part of
+my professional portfolio to demonstrate algorithmic trading,
+market microstructure, and risk management skills.
+
+## What's inside
+
+Five strategies, from simple to advanced:
+
+| # | Strategy | Concept |
+|---|----------|---------|
+| 1 | Order Book Imbalance | Trades on L2 bid/ask pressure |
+| 2 | Iceberg / TWAP Detection | Follows whale accumulation patterns |
+| 3 | Funding Rate Arbitrage | Delta-neutral carry trade |
+| 4 | Pairs Trading (BTC/ETH) | Cointegration-based stat arb |
+| 5 | Avellaneda-Stoikov Market Making | Stochastic optimal control |
+
+All strategies share a common risk manager and portfolio tracker.
+
+## Quick start
+
+```bash
+# Install dependencies
+pip install -r requirements.txt
+
+# Set your Hyperliquid testnet key
+export HYPERLIQUID_TESTNET_PK=0x...
+
+# Run live (testnet only)
+python live/node.py
+```
+
+## Project layout
+
+```
+ftdt-quant-lab/
+├── config/          # Per-strategy YAML configuration
+├── strategies/      # Strategy implementations
+├── common/          # Risk manager, portfolio tracker, metrics
+├── backtests/       # Historical backtest runners
+├── live/            # Live trading node (Hyperliquid Testnet)
+├── docs/            # Documentation and strategy writeups
+└── notebooks/       # Analysis notebooks
+```
+
+## Strategy details
+
+See `docs/STRATEGIES.md` for a walkthrough of each strategy.
+
+## Risk warning
+
+This is **testnet only**. These strategies are educational — they
+are not financial advice and have no alpha guarantee. Never run
+them on mainnet without thorough backtesting and your own due diligence.
+
+---
+Built by [Ramses Echikh](https://git.ftdt.io/rams) · Part of my quant trading portfolio