CogAlpha combines LLM reasoning with code-level evolutionary search to discover financial alphas that show higher predictive accuracy and generalization than prior methods on five stock datasets.
Automate strategy finding with llm in quant investment.arXiv preprint arXiv:2409.06289, 2024
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Cognitive Alpha Mining via LLM-Driven Code-Based Evolution
CogAlpha combines LLM reasoning with code-level evolutionary search to discover financial alphas that show higher predictive accuracy and generalization than prior methods on five stock datasets.
- BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting