AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market
1 wertyk 1 8/26/2025, 8:13:47 AM arxiv.org ↗
Comments (1)
wertyk · 2h ago
AlphaX is the first AI strategy in the literature that automates Value Investing for the Brazilian market:
• based on fundamental data,
• incorporates risk management through the triple barrier method,
• delivered nearly 100% return over 4 years compared to 16% for the Ibovespa,
• unlike technical analysis, it performs consistently in the long term.