alphagen
Unverified ML strategy on Indices by ICT-FinD-Lab. BotFinder score 18 out of 100.
Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.
Source: github
BotFinder analysis pending.
alphagen
AlphaGen Automatic formulaic alpha generation with reinforcement learning. This repository contains the code for our paper Generating Synergistic Formulaic Alpha Collections via Reinforcement Learning accepted by KDD 2023, Applied Data Science (ADS) track, publically available on ACM DL. Some extensions upon this work are also included in this repo. Repository Structure - /alphagen contains the basic data structures and the essential modules for starting an alpha mining pipeline; - /alphagenqlib contains the qlib-specific APIs for data preparation; - /alphagengeneric contains data structures and utils designed for our baselines, which basically follow gplearn APIs, but with modifications for quant pipeline; - /alphagenllm contains LLM client abstractions and a set of prompts useful for LLM-based alpha generation, and also provides some LLM-based automatic iterative alpha-generation routines. - /gplearn and /dso contains modified versions of our baselines; - /scripts contains several scripts for running the experiments. Result Reproduction Note that you can either use our builtin alph
⚠ No verified equity curve — no track-record source connected.
Drawdown profile
Data unavailable — contact the owner.
Verification ledger
How the score has moved
Recalculated at each data collection. Transparency means showing the bad weeks too.
No score history is stored yet — only the current score is shown.
Reviews & comments
No reviews collected from the source yet.
⚠ No live verification account connected — ask for proof before buying.
Alerts on changes: coming soon
Prop-firm compatibility not provided.
Open-source maintainer on GitHub.
Data-completeness & trust index (not a profitability rating)