BacktestBench is the first large-scale benchmark for LLM-automated quantitative backtesting, with 18,246 QA pairs from real market data and a multi-agent baseline called AutoBacktest.
Automate strategy finding with llm in quant investment.arXiv preprint arXiv:2409.06289, 2024
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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.
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BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting
BacktestBench is the first large-scale benchmark for LLM-automated quantitative backtesting, with 18,246 QA pairs from real market data and a multi-agent baseline called AutoBacktest.
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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.