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/.

docs/STRATEGIES.md

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+# FTDT Quant Lab - Strategy Walkthrough
+
+A plain-language explanation of each strategy: what it does,
+why it works (or might work), and what to watch out for.
+
+---
+
+## 1. Order Book Imbalance
+
+**What it does:**
+Watches the order book in real time. If there are way more
+buy orders than sell orders stacked up, it buys. If the
+opposite, it sells.
+
+**Why it might work:**
+When one side of the book is heavy, market orders eat into
+that side and push the price toward the thinner side. You're
+basically front-running that move.
+
+**Risks:**
+- Fake walls — someone puts up a huge order to bait you,
+  then cancels it.
+- Low signal quality in ranging markets.
+
+---
+
+## 2. Iceberg / TWAP Detection
+
+**What it does:**
+Looks for big traders slicing their orders into small pieces.
+When it spots the pattern, it trades in the same direction.
+
+**Why it might work:**
+If someone is accumulating a lot of BTC slowly, they probably
+know something (or at least their buying pressure will move
+the price). You're piggybacking their flow.
+
+**Risks:**
+- False positives — random noise looks like a pattern.
+- The whale could be wrong. You're copying someone who
+  might lose money.
+
+---
+
+## 3. Funding Rate Arbitrage
+
+**What it does:**
+Hyperliquid charges a funding rate every 8 hours. When it's
+positive, people who are long pay people who are short.
+This strategy goes long spot (no funding) and short perp
+(collects funding), staying delta-neutral the whole time.
+
+**Why it works:**
+It doesn't bet on direction — it bets on the funding
+mechanism itself. You earn the rate regardless of whether
+BTC goes up or down.
+
+**Risks:**
+- Funding rate can flip (you'd have to close and reopen
+  the other way).
+- Execution risk — if one leg fails, you're no longer
+  delta-neutral.
+
+---
+
+## 4. Pairs Trading (BTC/ETH)
+
+**What it does:**
+Tracks the price ratio between BTC and ETH. When the spread
+gets unusually wide, it bets it will narrow. Short the
+expensive one, long the cheap one.
+
+**Why it might work:**
+BTC and ETH tend to move together over time. Big moves apart
+from each other often snap back. This trades the snap-back.
+
+**Risks:**
+- Regime change — if something fundamentally changes the
+  BTC/ETH relationship, the spread might never revert.
+- Needs enough data to calculate a reliable mean.
+
+---
+
+## 5. Avellaneda-Stoikov Market Making
+
+**What it does:**
+Places buy and sell orders at optimal prices around the
+midpoint, adjusting based on how much inventory you're
+holding and how much time is left in your trading session.
+
+**Why it works:**
+Market makers profit from the spread (buy low, sell high).
+The A-S model tells you exactly where to place your bid
+and ask to balance profit vs risk.
+
+**Risks:**
+- Adverse selection — someone who knows more than you
+  picks off your quotes.
+- Requires low latency and accurate volatility estimates.
+- More of a "keep the machine running" strategy than
+  a get-rich-quick one. The edge is small per trade.