AlphaMemo: Structured Search-Process Memory for Self-Evolving Alpha Mining Agents

arXiv:2606.20625v1 Announce Type: new Abstract: LLM agents are promising for alpha mining via combining financial priors, symbolic reasoning, executable factor generation, and feedback-driven refinement. Yet, they face a combinatorial search space, noisy non-stationary feedback, redundant discoveries, and overfitting risks from naively reusing past successes. To address these challenges, we propose AlphaMemo, a self-evolving alpha mining agent with Structured Search-Process Memory. Rather than m...