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/.

config/avellaneda_stoikov.yaml

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+# Avellaneda-Stoikov Market Making Strategy
+strategy:
+  name: AvellanedaStoikov
+  instrument: BTC-USD-PERP
+  gamma: 0.1
+  sigma: 0.02
+  T: 1.0
+  k: 1.5
+  min_spread: 0.0001
+  max_inventory: 0.01
+
+risk:
+  max_drawdown_pct: 0.03
+  inventory_hard_limit: 0.015

config/funding_arb.yaml

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+# Funding Rate Arbitrage Strategy
+strategy:
+  name: FundingRateArb
+  spot_instrument: BTC-SPOT
+  perp_instrument: BTC-USD-PERP
+  min_funding_rate: 0.0001
+  rebalance_threshold: 0.05
+  position_size: 0.01
+
+risk:
+  max_drawdown_pct: 0.03
+  max_leverage: 1.0

config/iceberg.yaml

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+# Iceberg / TWAP Detection Strategy
+strategy:
+  name: IcebergDetector
+  instrument: BTC-USD-PERP
+  lookback_seconds: 300
+  volume_spike_mult: 3.0
+  min_slices: 4
+  trade_size: 0.001
+
+risk:
+  max_drawdown_pct: 0.05
+  max_daily_trades: 10

config/ofi.yaml

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+# Order Book Imbalance Strategy
+strategy:
+  name: OrderBookImbalance
+  instrument: BTC-USD-PERP
+  depth: 10
+  imbalance_threshold: 0.6
+  trade_size: 0.001
+  max_position: 0.003
+  cooldown_bars: 5
+
+risk:
+  max_drawdown_pct: 0.05
+  max_daily_trades: 20

config/pairs_trading.yaml

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+# Pairs Trading Strategy (BTC-PERP / ETH-PERP)
+strategy:
+  name: PairsTrading
+  pair: ["BTC-USD-PERP", "ETH-USD-PERP"]
+  z_entry: 2.0
+  z_exit: 0.5
+  lookback_hours: 24
+  trade_size: 0.001
+  hedge_ratio: 0.05
+
+risk:
+  max_drawdown_pct: 0.05
+  max_position_per_leg: 0.005