FactorEngine mines alpha factors as Turing-complete code via LLM-guided directional search, parameter separation, and a multi-agent pipeline that converts financial reports into executable programs, delivering higher IC/ICIR and Sharpe ratios than baselines in backtests.
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FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment
FactorEngine mines alpha factors as Turing-complete code via LLM-guided directional search, parameter separation, and a multi-agent pipeline that converts financial reports into executable programs, delivering higher IC/ICIR and Sharpe ratios than baselines in backtests.