AlphaCrafter: A Full-Stack Multi-Agent Framework for Cross-Sectional Quantitative Trading

ArXi:2605.05580v1 Announce Type: new Financial markets are inherently non-stationary, driven by complex interactions among macroeconomic regimes, microstructural frictions, and behavioral dynamics. Building quantitative strategies that remain profitable demands the continuous coupling of factor discovery, regime-adaptive selection, and risk-constrained execution. Prevailing approaches, however, optimize these components under static or isolated assumptions.