From Causal Factor Investing to Causal Factor Discovery: Evolving a Neuro-symbolic World Model of the Market
“Machine learning has independently reached the same diagnosis: systems trained to predict are not thereby systems that understand; discovery requires explicit, reusable mechanisms.”
AssetEquities
StrategyFactor investingcarry trade
TechniqueSymbolic searchlinear factor model
ClaimSharpe ratioalpha
Also stated: Price and volume
Missing from abstract: benchmark, 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
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