QuantaAlpha is an Open Source framework for automated, LLM-powered alpha mining in quantitative financial analysis. It combines LLM-based hypothesis generation with evolutionary operators (mutation, crossover) at the trajectory level to automatically discover, evolve, and validate trading factors. The project was developed by a research team (including Shanghai University of Finance and Economics, Stanford, Peking University, Tsinghua, CAS, CMU, HKUST) and is publicly documented on GitHub and via an associated arXiv paper. It offers a web dashboard interface as well as command-line/Python installation and is primarily used for backtesting and factor research on markets such as CSI 300, CSI 500, and S&P 500.

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