Self-Improving Alpha Mining for Quantitative Trading via Multi-Agent Large Language Models with Knowledge Base Accumulation
“Furthermore, the incorporation of WorldQuant 101 Formulaic Alphas consistently outperforms unconstrained LLM-based generation in both alpha quality and convergence efficiency, establishing a scalable, robust, and domain-grounded approach for automated alpha mining.”
AssetEquities
StrategyNews sentiment
TechniqueLarge language modelsymbolic search
ClaimSharpe ratioalpha
Also stated: Text and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodNews sentiment and text signals by year
FamilyNews sentiment and text signals148Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 854
AssetEquities97
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