Bighead's Algorithm Notes

Apr 7, 2026 · Artificial Intelligence

AutoHypo-Fin: Tsinghua's Web-Mining Method to Auto-Generate and Backtest Market Hypotheses

AutoHypo‑Fin is an end‑to‑end framework that harvests large‑scale web financial data, extracts entities via large language models, builds a temporal knowledge graph, uses retrieval‑augmented generation and statistical backtesting to automatically create, test, and iteratively optimize trading hypotheses, achieving superior risk‑adjusted returns compared with baseline strategies in experiments from 2019‑2024.