TradeMaster is a first-of-its kind, best-in-class open-source platform for quantitative trading (QT) empowered by reinforcement learning (RL).
It covers the full pipeline for the design, implementation, evaluation and deployment of RL-based trading methods. It contains: 1) a toolkit for efficient data collection, preprocessing and analysis; 2) a high-fidelity data-driven market simulator for mainstream QT tasks (e.g., portfolio management and algorithmic trading); 3) standard implementations of over 10 novel FinRL methods; 4) a systematic evaluation benchmark called PRUDEX-Compass.
- This repository is developed and maintained by AMI group at Nanyang Technological University
- If you want to make contributions to
TradeMaster, please create pull requests.