Quantitative Investment with LLM

Series Paper Reading

Paper 1: Automate Strategy Finding with LLM in Quant Investment

The framework addresses the issues by integrating LLMs to generate diversified alphas and employing a multi-agent approach to evaluate market conditions.

The first module extracts predictive signals by integrating numerical data, research papers and visual charts.

The second module uses ensemble learning to construct a diverse pool of trading agents with varying risk

Reference:

https://arxiv.org/abs/2409.06289

https://github.com/SJTU-DMTai/Quant-Reading-List