FactorEngine: A Program-level Knowledge-Infused Factor Mining Framework for Quantitative Investment

ArXi:2603.16365v1 Announce Type: new We study alpha factor mining, the automated discovery of predictive signals from noisy, non-stationary market data-under a practical requirement that mined factors be directly executable and auditable, and that the discovery process remain computationally tractable at scale. Existing symbolic approaches are limited by bounded expressiveness, while neural forecasters often trade interpretability for performance and remain vulnerable to regime shifts and overfitting. We.