resilient-quant-engine (RQE) — by @cmwrxh

A reliability-first crypto trading engine designed around a portfolio of trading edges with strong safety, monitoring, and deployment practices.

---

🚀 Overview

RQE runs multiple trading strategies within a controlled, observable, and risk-gated environment:

Strategies

• Trend Following

  • Time-series momentum
  • Volatility-aware signal gating

• Pairs Statistical Arbitrage

  • Spread mean reversion
  • Time-based exit safety

• Funding Carry

  • Signal framework for perp funding arbitrage
  • Execution optional (MVP mode)

---

🛡 Core Principles

Execution Safety

• Slippage guardrails
• Conservative sizing
• Idempotent execution design

Risk Modeling

• Daily stop-loss
• Daily take-profit
• Maximum notional exposure
• Maximum trades per day
• Volatility shock halts

Monitoring

• Prometheus metrics
• SQLite audit trail
• Daily runtime state tracking

Default runtime mode = Paper Trading
Live trading modules exist but are disabled until MODE=live.

🧱 Architecture

RQE uses a layered control-plane architecture:

---

⚡ Quickstart (Paper)

1️⃣ Create Python Environment

python -m venv .venv
source .venv/bin/activate  # Windows: .venv\Scripts\activate