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/.

requirements.txt

@@ -0,0 +1,14 @@
+# Nautilus Trader
+nautilus-trader>=1.210.0
+
+# Data & Math
+numpy>=1.24.0
+pandas>=2.0.0
+pyyaml>=6.0
+
+# Visualization
+matplotlib>=3.7.0
+seaborn>=0.12.0
+
+# Optional: dashboard
+streamlit>=1.28.0