Alpha Mining

Alpha mining focuses on discovering predictive signals (alpha factors) from financial market data to improve investment strategies. Current research emphasizes using reinforcement learning and large language models (LLMs), often in conjunction with multi-agent systems, to generate and combine formulaic alpha factors, prioritizing both performance and interpretability. This research aims to enhance quantitative investment strategies by creating more robust, adaptable, and explainable models for predicting asset returns, ultimately leading to improved portfolio management and risk assessment.