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factor discovery

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Bighead's Algorithm Notes
Bighead's Algorithm Notes
Sep 11, 2026 · Artificial Intelligence

AlphaSchema: Semantic Space Exploration Reshapes LLM Alpha Mining

AlphaSchema introduces a structured trading semantic space with five-dimensional schema plans to decouple exploration from LLM implementation, using a surrogate model and quota-based selection to discover high-performing factors that outperform baselines on China A-share markets while demonstrating robustness across LLM backends.

AlphaSchemaChina A-shareLLM alpha mining
0 likes · 19 min read
AlphaSchema: Semantic Space Exploration Reshapes LLM Alpha Mining
Bighead's Algorithm Notes
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.

adaptive executionfactor discoveryfinancial AI
0 likes · 19 min read
AlphaCrafter: A Full‑Stack Multi‑Agent Framework for Adaptive Cross‑Sectional Quant Trading