Bighead's Algorithm Notes

Jan 8, 2026 · Artificial Intelligence

Alpha‑R1: Reinforcement‑Learning‑Driven Large‑Model Alpha Factor Selection

Alpha‑R1 integrates reinforcement learning with an 8‑billion‑parameter LLM to jointly process price and news data, creating context‑aware factor embeddings that outperform traditional quantitative and generic LLM baselines on CSI 300 and CSI 1000 portfolios, demonstrating robust alpha‑decay resistance and zero‑sample generalization.