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/funding_arb.yaml

@@ -0,0 +1,12 @@
+# 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