🐙 OCTOPUS v1.0 — Market-Neutral Hedge Fund

Octopus runs two concurrent strategy wallets whose net market exposure is ~zero. One producer script (octopus-producer.py) serves both; the OCTOPUS_LEG env var selects which book a given daemon is. Each book binds to its own wallet, runtime YAML, DSL, and risk envelope.

The edge is dispersion, not direction. Octopus longs the relative leaders and shorts the relative laggards of the same liquid crypto cross-section. Long-book gains + short-book gains capture the spread between strong and weak names while the long and short notionals offset market beta. In a HYPE-dominates / alts-crushed regime the long book gravitates to the leaders and the short book to the carnage — market-neutrally.