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: