Domain

Quantitative Finance.

Signal discovery, backtesting and portfolio work, where the scoring function is executable and the hard part is not fooling yourself.

1 paper · Domain

April 2026ResearchAGA-04

Quantitative signal discovery: a closed-loop multi-agent architecture

A closed-loop architecture where three specialized agents mine candidate alpha signals from market data, translate them into self-correcting Python, and validate them with statistical backtests, refining the search on every pass instead of generating once and hoping.

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