不断进化的交易者:自主策略演化

📄 中文摘要

构建了一个利用大型语言模型(LLMs)作为变异算子的系统,以进化交易策略。该系统受到Karpathy的自我研究启发,从一个简单的20行种子策略开始,每一代运行三个并行变异:保守的调整、激进的尝试和每五代生成一个全新的策略。经过176代的演化,最终形成了一个包含双RSI过滤器、ATR波动性缩放、MACD确认、布林带挤压检测和基于信念的仓位调整的200行复杂策略,且没有人类参与代码编写。意外的是,开发者不再编写代码,而是撰写markdown文件来指示代理优化的内容,代理则负责生成代码。教练循环是最大的惊喜——没有它,LLM仅仅会重复利用已有的内容。

📄 English Summary

The Evolving Trader: Autonomous Strategy Evolution

A system has been built that evolves trading strategies using large language models (LLMs) as mutation operators. Inspired by Karpathy's autoresearch, it starts with a simple 20-line seed strategy and runs three parallel mutations per generation: conservative tweaks, wild swings, and a completely fresh strategy every five generations. After 176 generations, it evolved into a complex 200-line strategy featuring dual RSI filters, ATR volatility scaling, MACD confirmation, Bollinger squeeze detection, and conviction-based position sizing, all without human-written code. One unexpected outcome was the shift from writing code to creating markdown files that instruct agents on what to optimize, with agents generating the code. The coaching loop emerged as a significant surprise—without it, the LLM would merely recycle existing content.

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数据源: OpenAI, Google AI, DeepMind, AWS ML Blog, HuggingFace 等