# EVOQUANT: Self-Evolving Verifier-Guided Strategy Optimization for Robust Quantitative Trading

arXiv: https://arxiv.org/abs/2607.12455 · HTML: https://mlsanity.com/paper/2607.12455/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Placed in Self-evolving LLM agents, one of 13 directions in Synthetic data and self-improvement for LLMs.
- Builds on 22 of its 42 references that are in the map.
- First posted on arXiv 14 Jul 2026.

## Placed in

- Synthetic data and self-improvement for LLMs / [Self-evolving LLM agents](https://mlsanity.com/synth/self-evolving-llm-agents/)

## Builds on (most cited first, 22 of 22)

- [ReAct: Synergizing Reasoning and Acting in Language Models](https://mlsanity.com/paper/2210.03629/) (2022)
- [Reflexion: Language Agents with Verbal Reinforcement Learning](https://mlsanity.com/paper/2303.11366/) (2023)
- [Self-Refine: Iterative Refinement with Self-Feedback](https://mlsanity.com/paper/2303.17651/) (2023)
- [Optuna: A Next-generation Hyperparameter Optimization Framework](https://mlsanity.com/paper/1907.10902/) (2019)
- [Large Language Models as Optimizers](https://mlsanity.com/paper/2309.03409/) (2023)
- [FinMem: A Performance-Enhanced LLM Trading Agent with Layered Memory and Character Design](https://mlsanity.com/paper/2311.13743/) (2023)
- [A Multimodal Foundation Agent for Financial Trading: Tool-Augmented, Diversified, and Generalist](https://mlsanity.com/paper/2402.18485/) (2024)
- [Alpha-GPT: Human-AI Interactive Alpha Mining for Quantitative Investment](https://mlsanity.com/paper/2308.00016/) (2023)
- [R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization](https://mlsanity.com/paper/2505.15155/) (2025)
- [AlphaAgent: LLM-Driven Alpha Mining with Regularized Exploration to Counteract Alpha Decay](https://mlsanity.com/paper/2502.16789/) (2025)
- [AlphaEvolve: A Learning Framework to Discover Novel Alphas in Quantitative Investment](https://mlsanity.com/paper/2103.16196/) (2021)
- [AlphaForge: A Framework to Mine and Dynamically Combine Formulaic Alpha Factors](https://mlsanity.com/paper/2406.18394/) (2024)
- [Automate Strategy Finding with LLM in Quant Investment](https://mlsanity.com/paper/2409.06289/) (2024)
- [Time Travel is Cheating: Going Live with DeepFund for Real-Time Fund Investment Benchmarking](https://mlsanity.com/paper/2505.11065/) (2025)
- [FactorMiner: A Self-Evolving Agent with Skills and Experience Memory for Financial Alpha Discovery](https://mlsanity.com/paper/2602.14670/) (2026)
- [QuantFactor REINFORCE: Mining Steady Formulaic Alpha Factors with Variance-bounded REINFORCE](https://mlsanity.com/paper/2409.05144/) (2024)
- [AlphaEval: A Comprehensive and Efficient Evaluation Framework for Formula Alpha Mining](https://mlsanity.com/paper/2508.13174/) (2025)
- [FinKario: Event-Enhanced Automated Construction of Financial Knowledge Graph](https://mlsanity.com/paper/2508.00961/) (2025)
- [Alpha Discovery via Grammar-Guided Learning and Search](https://mlsanity.com/paper/2601.22119/) (2026)
- [The Alpha Illusion: Reported Alpha from LLM Trading Agents Should Not Be Treated as Deployment Evidence](https://mlsanity.com/paper/2605.16895/) (2026)
- [DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets](https://mlsanity.com/paper/2511.00390/) (2025)
- [Agent-Based Genetic Algorithm for Crypto Trading Strategy Optimization](https://mlsanity.com/paper/2510.07943/) (2025)

## Abstract (arXiv)

Quantitative strategy optimization remains largely manual, requiring domain experts to identify weak signals, tune risk-control rules, and repeatedly validate iterative revisions. Large language models can accelerate this process, but directly relying on them to rewrite trading strategies often introduces hallucinated edits, strategy drift, and backtest overfitting. We propose EVOQUANT, a self-Evolving Verifier-guided framework for strategy Optimization in Quantitative trading. Our method utilizes LLMs to deeply diagnose performance bottlenecks, generates semantically controlled candidate edits, selects the best strategy through a multi-stage verification pipeline, and distills optimization experience into reusable knowledge for continual self-improvement. We evaluate our method using seven representative strategies: four from the A-share market and three from the Crypto market. Experimental results show that our method significantly improves the Sharpe ratio across all tested strategies: the average test Sharpe increases from -0.298 to 0.538, and the best-performing strategy achieves a 199% relative improvement. Ablation studies and stress tests under stricter conditions further validate the effectiveness and robustness of the framework. Overall, this work transforms quantitative strategy optimization from costly manual trial and error into an automated and verifiable iterative paradigm, offering a new path for applying large language models to financial strategy research.