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:2508. 13174v2 Announce Type: replace Abstract: Formula alpha mining, which generates predictive signals from financial data, is critical for quantitative investment.
By Hongjun Ding, Binqi Chen, Jinsheng Huang, Taian Guo, Zhengyang Mao, Guoyi Shao, Lutong Zou, Luchen Liu, Ming Zhang
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
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
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.
By Weicheng Ye, Youran Sun, Xingyu Ren, Shunyao Yu, Chugang Yi, Haizhao Yang
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