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alpha factor

3 articles · Page 1 of 1
Bighead's Algorithm Notes
Bighead's Algorithm Notes
Jul 28, 2026 · Artificial Intelligence

FactorEngine: A Knowledge‑Infused Framework for Quantitative Alpha Factor Discovery

The paper introduces FactorEngine, a program‑level factor mining system that injects domain knowledge from financial reports via LLM‑guided pipelines, separates logic correction, parameter optimization, and LLM usage, and demonstrates superior information‑ratio, Sharpe, and annualized returns over GP, neural, and other agent‑based baselines on CSI300 and CSI500 markets.

Financial AIalpha factorbayesian optimization
0 likes · 25 min read
FactorEngine: A Knowledge‑Infused Framework for Quantitative Alpha Factor Discovery
Bighead's Algorithm Notes
Bighead's Algorithm Notes
May 29, 2026 · Artificial Intelligence

AlphaCFG: Grammar‑Guided, Interpretable Alpha‑Factor Discovery Framework

AlphaCFG introduces a grammar‑based framework that defines a controllable search space for discovering syntactically valid, financially interpretable alpha factors, using syntax‑aware Monte‑Carlo tree search guided by value and policy networks, and demonstrates superior search efficiency and profitability on Chinese and US stock datasets.

Grammar Guided SearchMonte Carlo Tree Searchalpha factor
0 likes · 17 min read
AlphaCFG: Grammar‑Guided, Interpretable Alpha‑Factor Discovery Framework
Bighead's Algorithm Notes
Bighead's Algorithm Notes
Feb 23, 2026 · Artificial Intelligence

How AlphaPROBE Leverages DAGs for Efficient Alpha‑Factor Mining

AlphaPROBE reformulates alpha‑factor discovery as a strategy‑navigation problem on a directed acyclic graph, combining a Bayesian factor retriever with a DAG‑aware generator to achieve superior prediction accuracy, stable returns, and faster training across three major Chinese stock markets.

AlphaPROBEBayesian RetrievalDAG
0 likes · 22 min read
How AlphaPROBE Leverages DAGs for Efficient Alpha‑Factor Mining