Bighead's Algorithm Notes

Sep 7, 2026 · Artificial Intelligence

MAPLE: Single-Training Multi-Alpha Framework for Diversified Portfolios

MAPLE introduces a backbone-agnostic framework that generates multiple diverse alpha signals in a single training run by combining a unified capacity-scaled prediction head, extreme rank-weighted listwise loss, and explicit diversity regularization, achieving superior Sharpe and Calmar ratios across four global equity markets with 55x fewer parameters than MoE baselines.