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2024

Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment

Yuan, Hang, Wang, Saizhuo, Guo, Jian

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Recently, we introduced a new paradigm for alpha mining in the realm of quantitative investment, developing a new interactive alpha mining system framework, Alpha-GPT.

This system is centered on iterative Human-AI interaction based on large language models, introducing a Human-in-the-Loop approach to alpha discovery.
In this paper, we present the next-generation Alpha-GPT 2.0 \footnote{Draft.
Work in progress}, a quantitative investment framework that further encompasses crucial modeling and analysis phases in quantitative investment.

Alpha-GPT 2.0: Human-in-the-Loop AI for Quantitative Investment · Around

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AutoAlpha: an Efficient Hierarchical Evolutionary Algorithm for Mining Alpha Factors in Quantitative Investment, April 2020
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Tianping Zhang, Yuanqi Li, Yifei Jin, and Jian Li · 2002
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101 Formulaic Alphas
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Zura Kakushadze · 2016
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Introduction to Alpha Design
Igor Tulchinsky · 2019
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