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arXiv cs.AI·

QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Mining

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In three linesQuantaAlpha is an evolutionary framework for LLM-driven alpha mining. It treats each run as a trajectory and improves factors via trajectory-level mutation and crossover. On CSI 300 with GPT-5.2: IC=0.0472, ARR=4.68%, MDD=11.8%. Factors transfer effectively to CSI 500 (+40.28% excess return) and S&P 500 (+19.1%).
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