Bighead's Algorithm Notes

Aug 16, 2026 · Artificial Intelligence

AlphaCrafter: A Full‑Stack Multi‑Agent Framework for Adaptive Cross‑Sectional Quant Trading

AlphaCrafter tackles the non‑stationary nature of financial markets by integrating LLM‑driven factor mining, market‑aware factor screening, and risk‑constrained execution into a closed‑loop multi‑agent system, and experiments on CSI 300 and S&P 500 demonstrate consistently higher risk‑adjusted returns, lower variance, and robust performance compared with five baseline methods.