LLM-driven evolutionary search yields hand-formulated risk-adjusted metrics that report higher rank correlation with future Sharpe ratios and better backtest Sharpe performance than Sharpe or PSR on one US equity dataset.
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AlphaSharpe: LLM-Driven Discovery of Robust Risk-Adjusted Metrics
LLM-driven evolutionary search yields hand-formulated risk-adjusted metrics that report higher rank correlation with future Sharpe ratios and better backtest Sharpe performance than Sharpe or PSR on one US equity dataset.