SSRNML & AI Methods
Does Autonomous Quant Research Improve? Leakage, Evidence Scarcity and Forward Tests in an LLM Factor-Discovery Loop
An autonomous agent evolved 940 factors over 17 days and finds that reusing backtest data inflates edge by a quarter to a third and in-sample improvement predicts worse performance.
Featured in No. 134 on 9 Oct 2026 · 4 days after release
- Released
- 5 Oct 2026
- First featured
- No. 134 · 9 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 4 of 5
- Identifier
- SSRN 7555699
- Authors
- Kamer Ali Yuksel
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).