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/pairs_trading.yaml

@@ -0,0 +1,13 @@
+# 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