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🚀 Quant Strategy Generator & Allocator

This project is an end-to-end automated quant trading pipeline.
It doesn’t just backtest one strategy — it creates, allocates, and evaluates entire portfolios of strategies using AI.


✨ What It Does

  1. Strategy Generation 🧬

    • A custom neural generator (FGEG) invents trading strategies.
    • Instead of a human tweaking indicators, the system learns profitable patterns directly.
  2. Capital Allocation 📊

    • A reinforcement learning agent (PPO) decides how much capital each strategy gets.
    • Ensures diversification, risk control, and max returns.
  3. Evaluation

    • Final portfolio is stress-tested on unseen market data.
    • Reports total PnL, annualized returns, and drawdowns.

🖼️ How It Works

Pipeline Diagram


⚡ Quickstart

git clone https://github.com/yourusername/quant-strategy-gen.git
cd quant-strategy-gen
python main.py

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