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gplearn: Genetic Programming for Symbolic Regression in Python

Trevor Stephens · 2015
L0.3 · Financial AgentsOpen-source package#alpha-mining#gp#baseline
CORE IDEA
Genetic Programming 的 Python 实现，tree-based 算子演化 symbolic 表达式，fit IC/Sharpe 作为 fitness。
CONCRETE EXAMPLE
SymbolicTransformer 生成 50 个 candidate alphas，挑选 IC 最高的。
L-ANCHOR · 为什么在这一层重要
classical baseline，所有现代 alpha mining 工作都对照它
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