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README.md

idea91-ml-cv-hedge

ML-driven cross-venue hedge synthesis MVP skeleton

This repository provides a production-oriented skeleton for an ML-augmented cross-venue hedge synthesis engine. It includes a canonical DSL, deterministic delta replay, toy adapters, and a minimal hedge engine to bootstrap MVP development.

How to run

  • Install dependencies and tests: see test.sh
  • Run tests: ./test.sh

Architecture overview

  • Core primitives: Asset, MarketSignal, RiskState, HedgePlanDelta, GraphOfContracts
  • Engines and adapters to enable cross-venue hedging experiments
  • Delta-sync for deterministic replay
  • MVP plan in repository: two assets, two venues, two toy adapters