ICT-FinD-Lab/alphagen

Health v2 · maintenance only

Flags: no_releases no_license

Adoption not part of the score

1204 stars · 322 forks observed · 2026-08-28

What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded

AlphaGen is a Python research library that automatically generates formulaic alpha (predictive) stock factors using reinforcement learning, with optional LLM-based generation routines. It integrates with Microsoft Qlib for stock data preparation and supports adapters for custom alpha calculation pipelines.

Use cases

• generate predictive stock factors with reinforcement learning
• mine formulaic alphas for quantitative trading strategies
• use LLMs to iteratively generate alpha expressions
• reproduce KDD 2023 alpha generation paper experiments
• integrate custom alpha calculation pipelines via adapters
• run symbolic regression on stock market data

When to choose

• you need automated formulaic alpha mining for quant research
• you already use Qlib and want RL-based factor generation
• you want to experiment with LLM-driven alpha generation

When to avoid

• you need production-ready trading infrastructure with execution and risk management
• you require a maintained, licensed dependency for commercial use (no license is specified)
• you need US/global market data out of the box (built-in pipeline targets Chinese A-shares via baostock)

Facets

library · maturity active

reinforcement-learning machine-learning llm-inference data-science trading machine-learning reinforcement-learning fintech data-science large-language-models python quantitative-trading symbolic-regression alpha-mining qlib formulaic-alpha research-code linux macos

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