FactorGPT

AI-Driven Quantitative Factor Discovery and Mining Platform for A-Share Markets

PythonLLM AgentsQuantitative FinanceFactor MiningA-ShareMIT License

What is FactorGPT?

FactorGPT is an intelligent quantitative factor mining system that leverages LLM agents to automatically discover, evaluate, and select alpha factors from multi-source financial data. It combines the creative reasoning of Large Language Models with rigorous statistical validation to uncover novel predictive signals in A-share markets.

LLM Agent - Factor Generation - Expression Compiler - IC Analysis - Backtesting - Factor Selection
[Brain]

AI-Powered Discovery

LLM agents propose novel alpha factors using multi-step reasoning and domain knowledge

[Chart]

Multi-Source Data

7 integrated data sources covering fundamentals, technicals, sentiment, and alternative data

[Scale]

Rigorous Evaluation

IC analysis, group backtesting, and stability checks ensure factor quality

[Lightning]

Real-time Compute

Optimized factor expression engine with fast computation and caching

[Rocket]

Rich Visualizations

Interactive Plotly charts and dashboards for factor analysis

[Wrench]

Extensible Architecture

Plugin-based design allowing custom data sources and factor strategies

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