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Alpha factor mining

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Bighead's Algorithm Notes
Bighead's Algorithm Notes
Aug 26, 2026 · Artificial Intelligence

How AlphaMemo Enables Self‑Evolving Alpha Factor Mining with Structured Search Memory

AlphaMemo introduces a structured‑search‑process memory for LLM agents that records effective and failed edit patterns in specific parent‑factor contexts, uses AST‑difference extraction, confidence‑gated residual learning, and asymmetric veto to tackle combinatorial search, noisy feedback, redundancy, and over‑fitting, achieving superior out‑of‑sample performance and discovery efficiency on CSI 500 and S&P 500 benchmarks.

AST diffAlpha factor miningAlphaMemo
0 likes · 18 min read
How AlphaMemo Enables Self‑Evolving Alpha Factor Mining with Structured Search Memory
Bighead's Algorithm Notes
Bighead's Algorithm Notes
Apr 13, 2026 · Artificial Intelligence

FactorMiner: Tsinghua’s Self‑Evolving Agent with Skill and Experience Memory for Alpha Factor Mining

FactorMiner is a lightweight, flexible self‑evolving agent framework that combines a modular skill architecture with structured experience memory, using a Ralph loop to guide search, reduce redundancy, and build a diverse, high‑quality alpha factor library that outperforms baselines across A‑share and cryptocurrency markets while leveraging GPU‑accelerated evaluation.

Alpha factor miningExperience MemoryFactorMiner
0 likes · 13 min read
FactorMiner: Tsinghua’s Self‑Evolving Agent with Skill and Experience Memory for Alpha Factor Mining