AlphaLogics: A Market Logic-Driven Multi-Agent System for Scalable and Interpretable Alpha Factor Generation
A 2026 paper by Weng and co-authors on factor investing in equities: the abstract mentions alpha, excess returns and a benchmark and leaves out an out-of-sample test, transaction costs, multiple testing and the size of the universe.
“Experiments on CSI 500 and S&P 500 show that AlphaLogics consistently improves predictive metrics and risk-adjusted returns over representative baselines, while producing a market logic library that remains empirically useful for guiding further factor discovery.”
AssetEquitiesindices
StrategyFactor investing
GeographyUS
ClaimAlphaexcess return
Also stated: benchmark
Missing from abstract: out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodFactor investing by year
FamilyFactor investing240Momentum and trend following289Machine learning return prediction153News sentiment and text signals14818 more · 854
AssetEquities196
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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