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.
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.
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...
Alpha‑R1 introduces a reinforcement‑learning aligned large language model framework that performs context‑aware alpha screening by semantically gating candidate factors against a dynamic market state description. The model, trained with group relative policy optimization using realized portfolio returns as reward, selects a sparse subset of factors whose economic rationale matches current market conditions. In a 12‑month out‑of‑sample test, Alpha‑R1 achieved annualized returns of 47.87% on the S&P 500 and 40.57% on the CSI 300, with Sharpe ratios of 1.62 and 2.23, demonstrating the effectiveness of semantic factor reranking in non‑stationary markets.
arXiv:2508. 13174v2 Announce Type: replace Abstract: Formula alpha mining, which generates predictive signals from financial data, is critical for quantitative investment.
GoAnt is a quality‑diversity multi‑agent search framework designed for discovering alpha factors in 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 significantly higher quality‑weighted yields than baseline methods and maintains strong out‑of‑sample performance.
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.
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.
arXiv:2605. 05580v2 Announce Type: replace Abstract: Quantitative trading agents have demonstrated substantial promise in automating factor discovery, signal aggregation, and portfolio execution.
arXiv:2608. 11250v1 Announce Type: new Abstract: Language models can propose many plausible trading factors, but an autonomous research system must also allocate its evaluation budget, verify its own evidence, and preserve how each candidate was produced.
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...