ALPHA2: DISCOVERING LOGICAL FORMULAIC ALPHAS USING DEEP REINFORCEMENT LEARNING

By Feng Xu, Yan Yin, Xinyu Zhang, Tianyuan Liu, Shengyi Jiang, Zongzhang Zhang

Published 2024-06-26

Everscope rating

1614.7

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

4 / 5

About this paper

Methodology: Alpha2. Problem types: Alpha Discovery, Time Series Forecasting, Optimization.

arXiv:2406.16505 · Code · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.