GoAnt is a quality‑diversity multi‑agent search framework designed to discover alpha factors from market microstructure data. It employs non‑communicating Explorer, Exploiter, and Connector workers that share an adaptive Mental Map and a Queen dispatcher to allocate evaluation budgets efficiently. On real A‑share data from 2023‑2026, GoAnt achieves quality‑weighted yields of 41.8 and 47.6 in price‑volume and order‑book settings, outperforming the best baseline by 57% and 97% under matched budgets.
arXiv:2606. 29194v1 Announce Type: new Abstract: Automated alpha mining holds the scoring function fixed and varies the search algorithm over it.
By Yuqi Li, Siyuan Liu, Bingjun Liu
Automated alpha mining has increasingly adopted large language model (LLM) agents for factor generation and iterative discovery. However, existing LLM-based systems often delegate both factor construction and search decisions to the agent itself, without an explicit exploration space or a principled mechanism for navigating that space.
arXiv:2607. 26642v1 Announce Type: new Abstract: Automated alpha mining has increasingly adopted large language model (LLM) agents for factor generation and iterative discovery.
By Jingyang Yi, Jian Yang, Yifei Jin, Yuqi Li, Jian Li
arXiv:2508. 00554v5 Announce Type: replace-cross Abstract: In financial trading, large language model (LLM)-based agents demonstrate significant potential, but their decisions can be sensitive to noisy and non-stationary market information.
By Li Zhao, Rui Sun, Zuoyou Jiang, Bo Yang, Yuxiao Bai, Mengting Chen, Jing Li, Zuo Bai
arXiv:2608. 12841v1 Announce Type: cross Abstract: We study recursive self-improvement at the level of quantitative-investment research: whether an autonomous system can use evidence from earlier experiments to improve the hypotheses and candidates proposed in later iterations.
By Jiacheng Guo, Suozhi Huang, Yunlong Gao, Zihao Li, Jian Ge, Xu Kuang, Mengdi Wang
AlphaDiverse is a framework that enhances large language model–based multi‑agent systems for alpha factor mining by addressing cost, availability, and confidentiality constraints. It generates diverse research paths through varied environments and post‑training local agents, then fine‑tunes these agents with supervised learning and optimizes them jointly using a GRPO method that balances predictive quality and diversity. The approach limits research feedback to inner‑period data and evaluates a frozen model on outer‑period data to avoid test‑set tuning, demonstrating competitive prediction and broader exploration across four Chinese stock universes.
By Qingzhuo Wang, Zikun Wei, Zhihua Wei, Wen Shen
The paper introduces Enrich‑Retrieve‑Rank, a scalable method for discovering capabilities in large agent ecosystems. It replaces in‑context routing with an offline enrichment step that converts sparse metadata into searchable profiles, followed by an online retrieve‑then‑rank pipeline that returns a ranked shortlist without invoking candidates. Experiments show that as the number of capabilities grows from 10 to 7,278, the new approach maintains higher top‑1 accuracy and reduces cost by 70× compared to full‑context baselines.
By Nazib Sorathiya, Daniel Zhang, Bardiya Akhbari
arXiv:2603.16365v3 Announce Type: replace
Abstract: We study alpha factor mining, the automated discovery of predictive signals from noisy, non-stationary market data-under a practical requirement th...
By Qinhong Lin, Ruitao Feng, Yinglun Feng, Zhenxin Huang, Yukun Chen, Zhongliang Yang, Linna Zhou, Binjie Fei, Jiaqi Liu, Yu Li
Cartograph is a federated Model Context Protocol (MCP) proxy that reduces AI agent tool discovery from linear catalog traversal to progressive disclosure, exposing only a few proxy tools instead of all definitions. It uses operator-attested capability cards, a three-layer confusable-cluster analysis called Rift, and a two-stage retrieval process to rank servers before tools. In a 22-server, 374-tool deployment, Cartograph achieves higher recall (R@5 = 0.816 vs. 0.592) and drastically fewer tokens (475 vs. 42,450) for discovery exchanges, with minimal latency overhead.
By Justice Owusu Agyemang, Michael Agyare, Kwame Opuni-Boachie Obour Agyekum, Kwame Agyeman-Prempeh Agyekum, Francisca Adoma Acheampong, Jerry John Kponyo
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
By Yishuo Yuan, Jiayi Sheng, Sirui Zeng, Jiaqi Wang, Jiaheng Liu
arXiv:2608.28632v1 Announce Type: new
Abstract: Large language model agents can discover alphas, yet current methods have three weaknesses. The search cannot adapt during the run, automation usually...
By Zongqian Li, Yaoyiran Li, Yaohui Guo, Ming Zhang, Nigel Collier, Eugene Ie