PandaAI 量化研究
精选论文
VST: Verifiable Structured Transport for Auditable Agent-to-Agent Alpha Discovery
Agent-to-agent (A2A) alpha discovery is slowed by repeated feedback cycles between mining and evaluation agents, whose hand-offs, in contemporary LLM multi-agent systems, are free-form natural-language messages that carry no stable contract and cannot be replayed. We first restructure this communication as a structured agent-to-agent protocol of typed, causally addressable, unicast records, so that the committed stream forms a causal trajectory.
AlphaSchema: Exploring the Space of Trading Semantics for LLM-Based Alpha Mining
Automated alpha mining has increasingly adopted large language model (LLM) agents for factor generation and iterative discovery. However, existing LLM-based systems often delegate both factor construction and search decisions to the agent itself, without an explicit exploration space or a principled mechanism for navigating that space. We introduce AlphaSchema, which constructs and explores a structured space of trading semantics for alpha mining.
AI Trading's Alpha Singularity: Emergent Market Reasoning through Agent-to-Agent Self-Evolution
Automated alpha mining holds the scoring function fixed and varies the search algorithm over it. A search that converges against a fixed scorer overfits whatever the scorer cannot penalize, which we argue is a primary cause of the out-of-sample generalization gap. We treat the scoring function as a search artifact alongside the alpha factors and study what conditions make this joint search admissible. Sealed Joint Search (SJS) is the framework we propose.
PandaAI: A Practical Agent CQ2 for Neuro-symbolic Data Analysis And Integrated Decision-Making in Quantitative Finance
While deep learning has excelled in various domains, its application to sequential decision-making in finance remains challenging due to the low Signal-to-Noise Ratio (SNR) and non-stationarity of financial data. Leveraging the reasoning capabilities of Large Language Models (LLMs), we propose PandaAI, a closed-loop neuro-symbolic LLM agent with market regime modeling and constrained alpha generation, which bridges general LLM reasoning with financial rigor and suppresses the financial…