Backtesting

Morgan Stanley's ALPHALAB: Multi-Agent Research Across Optimization Domains — Brendan Rappazzo

Morgan Stanley's ALPHALAB: Multi-Agent Research Across Optimization Domains — Brendan Rappazzo

Morgan Stanley's AlphaLab is an open-sourced multi-agent system designed to automate quantitative research. Initially, AlphaLab 1.0 automated code generation, backtesting, and experimentation. Facing challenges, AlphaLab 2.0 evolves to prioritize building robust, verifiable environments, which serve as reinforcement learning signals, enabling the system to meta-optimize itself. This shift redefines the human role from performing research to designing these critical environments.

Large-scale agentic quant research with Weights & Biases

Large-scale agentic quant research with Weights & Biases

Explore how Weights & Biases (W&B) enhances reliability, reproducibility, and explainability in large-scale, agent-driven quantitative research. This video demonstrates two core applications: debugging multi-agent alpha research pipelines with W&B Weave to identify root causes and iterate on forecasts, and automating strategy optimization using W&B Models to tune agent weights and gain insights from performance convergence and parallel coordinate plots.