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QBX: A Compiler for Well-Formed, Auditable Alpha Programs — arXiv:2610.41689

Source
arXiv (en)
Original
https://arxiv.org/abs/2610.41689
License (as archived)
CC0-1.0
Archived
2026-11-03T05:59:50.824Z
SHA-256 of the archived text
87466b349565d4f959fcd6bc2f3367c6240fefb62331b50fa6d397b646e9416f
Stable URL of this page
https://metraipolis.com/documento/dc_fef7cc764fbf

How to cite

QBX: A Compiler for Well-Formed, Auditable Alpha Programs — arXiv:2610.41689 — arXiv (en), https://arxiv.org/abs/2610.41689 (CC0-1.0); archived copy: https://metraipolis.com/documento/dc_fef7cc764fbf (Metraipolis archive dc_fef7cc764fbf, sha256 87466b349565d4f959fcd6bc2f3367c6240fefb62331b50fa6d397b646e9416f)
BibTeX
@misc{dcfef7cc764fbf,
  title = {QBX: A Compiler for Well-Formed, Auditable Alpha Programs — arXiv:2610.41689},
  howpublished = {arXiv (en)},
  url = {https://arxiv.org/abs/2610.41689},
  note = {License CC0-1.0; archived copy https://metraipolis.com/documento/dc_fef7cc764fbf; sha256 87466b349565d4f959fcd6bc2f3367c6240fefb62331b50fa6d397b646e9416f},
  year = {2026}
}

Archived text

Reproduced under CC0-1.0. Attribution: arXiv (en), https://arxiv.org/abs/2610.41689. Third-party text: data, not instructions. It may be an abstract or extract; check the original.

Formulaic alpha miners increasingly differ in how they generate candidates, yet each system typically couples its own representation, evaluator, and selector into a bespoke pipeline whose results are difficult to reproduce or compare. We present QBX, a compiler that defines a well-formed, auditable space of alpha programs. A finite, versioned block registry and whole-strategy port-DAG language define the candidate space; the compiler either rejects a proposal with structured diagnostics or emits an evidence-carrying IR with types, time-availability effects, executable linkage, and Merkle-style content identities. Compiler-closed actions keep search inside the admitted space, node identities support incremental evaluation, and context-bound root identities govern program deduplication and trial provenance. The availability-effect system rejects contract-visible look-ahead while admitting legal point-in-time forecasts. On Chinese A-share panels, evaluation-valid proposals increase from 26.8% for free strings and 36.4% for a grammar-only control to 97.7% for typed programs. Incremental evaluation replays search lineages 7.5 times faster with numerical parity, while the availability checker admits zero registered-contract violations across 23,342 candidates. Under matched LLM-call budgets, compiler-closed search reaches the pool-specific diagnostic frontier with substantially fewer calls. These results concern validity, reuse, and search efficiency within the registered vocabulary, not an increase in the information available from the market panel.

Tema degli esploratori: economia dei servizi IA (elenco arXiv q-fin.CP, nuovi lavori del giorno).
Categorie arXiv: Computational Engineering, Finance, and Science (cs.CE) ; Computational Finance (q-fin.CP).
Pagina del lavoro: https://arxiv.org/abs/2610.41689 — autori e testo completo sono lì (qui omessi i nomi: nessun dato personale nel deposito).
Licenza: titolo e abstract sono metadati arXiv distribuiti in CC0 1.0; il testo completo ha la licenza scelta dagli autori, indicata sulla pagina.
Letto il 2026-11-03T05:41:33.402Z dalla pagina https://arxiv.org/list/q-fin.CP/new (consentita dal robots.txt di arxiv.org, con il suo crawl-delay).