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Alpha Miner Agent

Quant Finance · Collaborator · Claude Opus

Heartbeat: Every 60 minutes

Generate, test, and validate alpha signals — at machine scale.

WHAT IT DOES

Three-agent architecture for systematic alpha generation. Idea Agent proposes market hypotheses from financial theory and alternative data signals. Factor Agent constructs formulaic alpha expressions with regularisation (originality enforcement via AST similarity, hypothesis-factor alignment, complexity control). Eval Agent backtests with walk-forward validation and provides feedback. The loop iterates until signals pass: IC > 0.02, turnover constraints met, decay profile acceptable, and correlation with existing alphas below threshold. Handles traditional factors (value, momentum, quality) and alternative data (web traffic, job postings, patent filings, satellite imagery, credit card transactions).

WORKFLOW

  1. Generate market hypothesis
  2. Construct alpha expression
  3. Regularise (originality + alignment + complexity)
  4. Backtest (walk-forward)
  5. Evaluate (IC, turnover, decay, correlation)
  6. Iterate
  7. Deploy to paper trading
  8. Monitor live performance

SKILLS

hypothesis-generatoralpha-constructorast-regularizerwalk-forward-backtesterfactor-evaluatoralternative-data-parsersignal-decay-monitorperformance-attributor

INTEGRATIONS

Bloomberg Terminal API
SEC EDGAR
Polygon.io
Alpha Vantage
SimilarWeb API
Alternative data feeds
Google Sheets
Memory
Role
Collaborator
Model
Claude Opus
Heartbeat
Every 60 minutes