QuantAlpha
A multi-agent architecture utilizing LLMs in financial trading and monitoring NSE data. Focuses on HFT dynamics and combating alpha decay.
Multi-Agent Reinforcement Learning for Quantitative Trading
QuantAlpha is a cutting-edge multi-agent reinforcement learning (MARL) architecture designed to operate in high-frequency trading (HFT) environments. Utilizing a swarm of cooperative LLM-based agents, the system monitors real-time order book data from the National Stock Exchange (NSE) of India to optimize sub-portfolio allocations and combat the effects of rapid alpha decay.
Key Features:
- Write-Before-Route Protocol: Implements a strict data logging paradigm ensuring deterministic provenance before routing agent decisions.
- HFT Monitoring: Continuous streaming of NSE Level 3 market data.
- MARL Coordination: Cooperative credit assignment via Provenance DAGs.