Hubble is an LLM-driven framework that safely discovers diverse alpha factors via operator trees, RAG feedback, and out-of-sample validation on US equity data, with range and volatility factors showing persistence.
Replicating anomalies.The Review of Financial Studies, 33(5):2019–2133
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Hubble: An LLM-Driven Agentic Framework for Safe, Diverse, and Reproducible Alpha Factor Discovery
Hubble is an LLM-driven framework that safely discovers diverse alpha factors via operator trees, RAG feedback, and out-of-sample validation on US equity data, with range and volatility factors showing persistence.