Alpha Mining Evaluation on S&P 500 US Market AlphaEval framework
0.025Predictive PowerAlphaAgent
Evaluation Results
| Method | Links | |||||
|---|---|---|---|---|---|---|
| AlphaAgentCategory=LLMs-Based, Base Model=GPT-4o2025.08 | 0.025 | 0.813 | 0.464 | 0.756 | 71.5 | |
| AutoAlphaCategory=GA-Based2025.08 | 0.023 | 0.838 | 0.753 | 0.572 | 66 | |
| FAMACategory=LLMs-Based, Base Model=GPT-4o2025.08 | 0.021 | 0.804 | 0.961 | 0.79 | 70 | |
| AlphaForgeCategory=GANs-Based2025.08 | 0.019 | 0.839 | 0.949 | 0.994 | 62.5 | |
| GPCategory=GA-Based2025.08 | 0.016 | 0.743 | 0.978 | 0.924 | 64 | |
| AlphaQCMCategory=RL-Based2025.08 | 0.011 | 0.995 | 0.994 | 0.687 | 61 | |
| AlphaGenCategory=RL-Based2025.08 | 0.01 | 0.77 | 0.584 | 0.425 | 58 | |
| RandomCategory=Reference2025.08 | 0.006 | 0.962 | 0.899 | 0.976 | 63 |