New strategies:
- Cross-Sectional Momentum: long top-N, short bottom-N across HL universe
- Spot-Perp Basis Arbitrage: delta-neutral spot vs perp price gap trading
- Regime-Switching Ensemble: dynamically allocates strategies by market regime
- Portfolio Construction: risk parity, vol targeting, correlation penalty
Infrastructure:
- DuckDBDataProvider: real tick/candle data for backtests (replaces synthetic)
- Walk-Forward Validation: systematic IS/OOS across all 12 strategies
- 3 Jupyter research notebooks (EDA, strategy research, portfolio)
Pipeline integration:
- deploy.py registry, sweep_runner, vbt_runner all updated
- fee_tiers support for new strategies
- All modules syntax-validated and import-tested
ramseshk