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.