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Apr 16

QuantaAlpha: An Evolutionary Framework for LLM-Driven Alpha Mining

Financial markets are noisy and non-stationary, making alpha mining highly sensitive to noise in backtesting results and sudden market regime shifts. While recent agentic frameworks improve alpha mining automation, they often lack controllable multi-round search and reliable reuse of validated experience. To address these challenges, we propose QuantaAlpha, an evolutionary alpha mining framework that treats each end-to-end mining run as a trajectory and improves factors through trajectory-level mutation and crossover operations. QuantaAlpha localizes suboptimal steps in each trajectory for targeted revision and recombines complementary high-reward segments to reuse effective patterns, enabling structured exploration and refinement across mining iterations. During factor generation, QuantaAlpha enforces semantic consistency across the hypothesis, factor expression, and executable code, while constraining the complexity and redundancy of the generated factor to mitigate crowding. Extensive experiments on the China Securities Index 300 (CSI 300) demonstrate consistent gains over strong baseline models and prior agentic systems. When utilizing GPT-5.2, QuantaAlpha achieves an Information Coefficient (IC) of 0.1501, with an Annualized Rate of Return (ARR) of 27.75% and a Maximum Drawdown (MDD) of 7.98%. Moreover, factors mined on CSI 300 transfer effectively to the China Securities Index 500 (CSI 500) and the Standard & Poor's 500 Index (S&P 500), delivering 160% and 137% cumulative excess return over four years, respectively, which indicates strong robustness of QuantaAlpha under market distribution shifts.

QuantaAlpha QuantaAlpha
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Feb 6 3

QuantAgent: Price-Driven Multi-Agent LLMs for High-Frequency Trading

Recent advances in Large Language Models (LLMs) have demonstrated impressive capabilities in financial reasoning and market understanding. Multi-agent LLM frameworks such as TradingAgent and FINMEM augment these models to long-horizon investment tasks, leveraging fundamental and sentiment-based inputs for strategic decision-making. However, such systems are ill-suited for the high-speed, precision-critical demands of High-Frequency Trading (HFT). HFT requires rapid, risk-aware decisions based on structured, short-horizon signals, including technical indicators, chart patterns, and trend-based features, distinct from the long-term semantic reasoning typical of traditional financial LLM applications. To this end, we introduce QuantAgent, the first multi-agent LLM framework explicitly designed for high-frequency algorithmic trading. The system decomposes trading into four specialized agents, Indicator, Pattern, Trend, and Risk, each equipped with domain-specific tools and structured reasoning capabilities to capture distinct aspects of market dynamics over short temporal windows. In zero-shot evaluations across ten financial instruments, including Bitcoin and Nasdaq futures, QuantAgent demonstrates superior performance in both predictive accuracy and cumulative return over 4-hour trading intervals, outperforming strong neural and rule-based baselines. Our findings suggest that combining structured financial priors with language-native reasoning unlocks new potential for traceable, real-time decision systems in high-frequency financial markets.

  • 5 authors
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Sep 12, 2025 3

gQIR: Generative Quanta Image Reconstruction

Capturing high-quality images from only a few detected photons is a fundamental challenge in computational imaging. Single-photon avalanche diode (SPAD) sensors promise high-quality imaging in regimes where conventional cameras fail, but raw quanta frames contain only sparse, noisy, binary photon detections. Recovering a coherent image from a burst of such frames requires handling alignment, denoising, and demosaicing (for color) under noise statistics far outside those assumed by standard restoration pipelines or modern generative models. We present an approach that adapts large text-to-image latent diffusion models to the photon-limited domain of quanta burst imaging. Our method leverages the structural and semantic priors of internet-scale diffusion models while introducing mechanisms to handle Bernoulli photon statistics. By integrating latent-space restoration with burst-level spatio-temporal reasoning, our approach produces reconstructions that are both photometrically faithful and perceptually pleasing, even under high-speed motion. We evaluate the method on synthetic benchmarks and new real-world datasets, including the first color SPAD burst dataset and a challenging Deforming (XD) video benchmark. Across all settings, the approach substantially improves perceptual quality over classical and modern learning-based baselines, demonstrating the promise of adapting large generative priors to extreme photon-limited sensing. Code at https://github.com/Aryan-Garg/gQIR{https://github.com/Aryan-Garg/gQIR}.

  • 3 authors
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Feb 23

Deep Neuromorphic Networks with Superconducting Single Flux Quanta

Conventional semiconductor-based integrated circuits are gradually approaching fundamental scaling limits. Many prospective solutions have recently emerged to supplement or replace both the technology on which basic devices are built and the architecture of data processing. Neuromorphic circuits are a promising approach to computing where techniques used by the brain to achieve high efficiency are exploited. Many existing neuromorphic circuits rely on unconventional and useful properties of novel technologies to better mimic the operation of the brain. One such technology is single flux quantum (SFQ) logic -- a cryogenic superconductive technology in which the data are represented by quanta of magnetic flux (fluxons) produced and processed by Josephson junctions embedded within inductive loops. The movement of a fluxon within a circuit produces a quantized voltage pulse (SFQ pulse), resembling a neuronal spiking event. These circuits routinely operate at clock frequencies of tens to hundreds of gigahertz, making SFQ a natural technology for processing high frequency pulse trains. Prior proposals for SFQ neural networks often require energy-expensive fluxon conversions, involve heterogeneous technologies, or exclusively focus on device level behavior. In this paper, a design methodology for deep single flux quantum neuromorphic networks is presented. Synaptic and neuronal circuits based on SFQ technology are presented and characterized. Based on these primitives, a deep neuromorphic XOR network is evaluated as a case study, both at the architectural and circuit levels, achieving wide classification margins. The proposed methodology does not employ unconventional superconductive devices or semiconductor transistors. The resulting networks are tunable by an external current, making this proposed system an effective approach for scalable cryogenic neuromorphic computing.

  • 4 authors
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Sep 21, 2023