Alpha Agent: Industrial-Grade Multi-Agent Based Framework for Alpha Research in Quantitative Investment

AlphaAgent is a practical and adaptive multi-agent framework for real-world quantitative research and development. Built upon the principles of RD-Agent(Q), it emphasizes production-grade alpha discovery, market-aware modeling, and automated deployment, leveraging live data streams, evolving knowledge bases, and robust backtesting infrastructure.

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🌐 Core Objectives

AlphaAgent enables:

• Continuous mining and curation of high-value factor/model ideas from domain knowledge sources
• Dynamic retrieval of strategies that align with real-time market characteristics
• Self-refinement of hypotheses using prior experiments and contextual relevance
• Code generation, error correction, and backtest integration with minimal human intervention
• Automatic research documentation and decision support outputs for industrial use

🔁 System Pipeline

The full pipeline operates in a continuous feedback loop:

1. Knowledge Base Construction
   Extract alpha factor and model ideas from large-scale research reports and academic papers via LLMQuant/quant-wiki.

2. Market Feature Extraction
   Continuously monitor financial news and macroeconomic updates via LLMQuant/MarketPulse to characterize market regimes (e.g., volatility, liquidity, sentiment, momentum).

3. Contextual Retrieval & Hypothesis Generation
   Match current market regimes with relevant strategies from the internal knowledge base. Use similarity scoring and prior backtest records to refine retrieved hypotheses or generate novel ones.

4. Code Synthesis
   Translate structured hypotheses into executable Python code using Co-STEER-style reasoning and knowledge transfer. Support chain-of-thought debugging and structured error recovery.

5. Live Backtesting
   Deploy generated strategies into a Qlib-based real-time backtest pipeline. Evaluate under transaction cost, slippage, sector neutrality, and dynamic rebalancing conditions.

6. Research Report Generation
   Summarize each experiment into human-readable research reports with metric tables, charts, diagnostics, and improvement suggestions.

🚧 AlphaAgent is under construction — exciting features and demos are coming soon. Stay tuned!

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From Knowledge to Alpha
Made with ❤️ by LLMQuant