SSRNML & AI Methods
Execution-Aware Alpha Mining: Teaching LLM Factor Agents to Account for Trading Costs
The paper builds a closed-loop system where an LLM proposes equity factors penalized for execution costs and shows that accounting for trading costs dramatically improves net performance.
Featured in No. 132 on 25 Sep 2026 · 4 days after release
- Released
- 21 Sep 2026
- First featured
- No. 132 · 25 Sep 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7498983
- Authors
- Raghuram Nagireddy
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).