arXiv:2608.28632cs.AIcs.CL2026-08

让AI自动演进投资策略,全流程闭环优化

AutoScientist-Quant: Self-Evolving Coding Agents for Automatic Research in Quantitative Investment

论文配图:AutoScientist-Quant: Self-Evolving Coding Agents for Automatic Research in Quantitative Investment
图 1 · 摘自论文原文
  • 将量化研究视为有预算约束的搜索问题,动态决定探索方向
  • 在多个市场和模型上均超越基准,实现全面最优表现
  • 自动完成从策略生成到模型选择的全流程,避免过拟合

大型语言模型代理虽能发现超额收益(alpha),但现有方法存在三大缺陷:搜索过程无法动态调整、自动化仅止于生成alpha而库与模型仍需手动选择、且可能通过循环反馈或代码漏洞读取测试窗口。我们提出AutoScientist-Quant,一种自演进的搜索流程,将量化研究视为一个有预算约束的搜索问题。单一控制器基于剩余预算,每轮决策是否优化、合并、转向或停止,选择扩展节点、生成alpha数量,并从共享记忆中检索历史轨迹。同一核心机制同时完成库选择与模型调优,实现从假设到可部署策略的闭环。我们复用并改进评估流程,修复两个前瞻偏差问题,确保反馈窗口与预留测试窗口互不重叠,所有对比均测试真实泛化能力。在CSI指数体系下,该框架在各类设置中几乎所有指标均达最佳,结论在多种骨干网络与市场间稳定成立。

原文摘要 · Abstract (English)

Large language model agents can discover alphas, yet current methods have three weaknesses. The search cannot adapt during the run, automation usually ends at alpha generation while library selection and model choice stay manual, and alpha discovery can read the test window through loop feedback or code problems. We present AutoScientist-Quant, a self evolving search process that regards quantitative research as one budgeted search problem. A single controller conditions every decision on the remaining budget, choosing at each round whether to improve, combine, pivot, or stop, which node to expand, how many alphas to generate, and how to retrieve past trajectories from the shared memory. The same core then selects from the library and tunes the model, closing the loop from hypothesis to deployable strategy. We also review the evaluation pipeline reused from prior work, fix two lookahead problems, and keep the feedback window disjoint from the held out test window, so every comparison tests true generalization. On CSI universes, the framework attains the best value of nearly every metric in every setting, and these conclusions hold across several backbones and markets.

量化投资智能代理自动搜索金融AI

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