Quantitative Alpha Mining Platform with LLM Discovery
This platform leverages LLMs and machine learning to discover novel alpha factors from multiple data sources:
- Classical Factors: Implementation of quantitative factors inspired by WorldQuant's research
- LLM-Generated Factors: Novel factor formulas created using OpenAI's GPT models
- Alternative Data: Sentiment analysis from earnings calls, SEC filings, news, and social media
- Regime-Aware Portfolio: Hierarchical Risk Parity with dynamic regime adaptation
Author: Spencer Purdy
Configuration
500 2000
10 50
0.01 0.1
API Configuration
Top Factors by IC
Examples
| Market Data Days | Number of Factors to Generate | Minimum IC Threshold |
|---|
Note: This system uses sophisticated machine learning models including optional LLM integration for factor discovery. For best results, provide an OpenAI API key for genuine LLM-generated factors. Without an API key, the system will use fallback factor generation methods. The simulation and analysis features work with or without the API key. All trading strategies are for demonstration purposes only.
API Key Information:
- OpenAI API Key: Get yours at https://platform.openai.com/api-keys