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CSI300

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Bighead's Algorithm Notes
Bighead's Algorithm Notes
Sep 1, 2026 · Artificial Intelligence

XAlpha: AI Quant Researcher with Memory & Reflection for Alpha Discovery

XAlpha introduces a memory-driven AI quantitative researcher that automates the full hypothesis-to-code alpha discovery loop via a multi-brain architecture, integrating report knowledge, hypothesis planning, factor evolution, empirical validation, and feedback integration, achieving superior performance on CSI300.

AI quantitative researcherCSI300LLM Agents
0 likes · 35 min read
XAlpha: AI Quant Researcher with Memory & Reflection for Alpha Discovery
Bighead's Algorithm Notes
Bighead's Algorithm Notes
Aug 21, 2026 · Artificial Intelligence

RankGLU: Residual Gated Component Boosts Cross‑Sectional Stock Ranking Performance by 11%

The article analyzes cross‑sectional stock prediction as a ranking task, identifies the prediction head as a bottleneck, introduces the RankGLU residual bottleneck GLU module that preserves a linear scoring path while adding bounded multiplicative interaction, and demonstrates an 11% IC improvement on CSI300 with extensive experiments and ablations.

CSI300GLURankGLU
0 likes · 14 min read
RankGLU: Residual Gated Component Boosts Cross‑Sectional Stock Ranking Performance by 11%