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Owen Colegrove

Publications and source records attributed to Owen Colegrove.

6 recordsLinked to original sources

MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models

We explore the application of LLM-driven algorithm optimization to several common tasks in quantitative finance. MadEvolve, a general-purpose algorithm optimization framework inspired by DeepMind's Alpha-Evolve, was recently developed to optimize algorithms in computational cosmology. Here we demonstrate the utility of MadEvolve to optimize algorithmic trading strategies and alpha generation at the example of Bitcoin trading. On our simulation and backtesting setup, we achieve significant improvements on all tasks we considered, such as evolving feature sets for signal generation, optimizing separate components of the trading strategy, and jointly evolving the feature pipeline together with the execution strategy. Additionally, we compare our method to other agentic search approaches, specifically Claude Code, and carefully evaluate p-hacking probabilities on our simulation setup. Our findings strongly support the utility of AI-driven agentic and evolutionary algorithms for algorithmic trading and quantitative finance.

q-fin.TR

LDMX -- The Light Dark Matter eXperiment

The Light Dark Matter eXperiment (LDMX) is an electron fixed-target experiment optimized to search for sub-GeV dark matter production through the missing momentum signature. LDMX is designed to operate in End Station A at SLAC, using an 8 GeV electron beam accelerated alongside the LCLS-II drive beam. The design of the apparatus is strongly motivated by the performance requirements of a high-rate missing momentum search and leverages detector technologies and designs from other experiments along with existing facilities at SLAC. LDMX will improve on previous results by up to three orders of magnitude, enabling broad sensitivity to dark sector scenarios including the dark matter interaction strengths motivated by freeze-out of MeV-GeV mass dark matter to the observed relic abundance. With hermetic forward coverage, LDMX also has sensitivity to visible signatures of dark sectors and provides a unique probe of electron-nuclear interactions important to interpreting data from accelerator-based neutrino experiments. This report encompasses the technical design of the LDMX Detector, its simulated performance, and the physics capabilities of the experiment.

hep-ex

A High Efficiency Photon Veto for the Light Dark Matter eXperiment

Fixed-target experiments using primary electron beams can be powerful discovery tools for light dark matter in the sub-GeV mass range. The Light Dark Matter eXperiment (LDMX) is designed to measure missing momentum in high-rate electron fixed-target reactions with beam energies of 4 GeV to 16 GeV. A prerequisite for achieving several important sensitivity milestones is the capability to efficiently reject backgrounds associated with few-GeV bremsstrahlung, by twelve orders of magnitude, while maintaining high efficiency for signal. The primary challenge arises from events with photo-nuclear reactions faking the missing-momentum property of a dark matter signal. We present a methodology developed for the LDMX detector concept that is capable of the required rejection. By employing a detailed GEANT4-based model of the detector response, we demonstrate that the sampling calorimetry proposed for LDMX can achieve better than $10^{-13}$ rejection of few-GeV photons. This suggests that the luminosity-limited sensitivity of LDMX can be realized at 4 GeV and higher beam energies.

physics.ins-det

Light Dark Matter eXperiment (LDMX)

We present an initial design study for LDMX, the Light Dark Matter Experiment, a small-scale accelerator experiment having broad sensitivity to both direct dark matter and mediator particle production in the sub-GeV mass region. LDMX employs missing momentum and energy techniques in multi-GeV electro-nuclear fixed-target collisions to explore couplings to electrons in uncharted regions that extend down to and below levels that are motivated by direct thermal freeze-out mechanisms. LDMX would also be sensitive to a wide range of visibly and invisibly decaying dark sector particles, thereby addressing many of the science drivers highlighted in the 2017 US Cosmic Visions New Ideas in Dark Matter Community Report. LDMX would achieve the required sensitivity by leveraging existing and developing detector technologies from the CMS, HPS and Mu2e experiments. In this paper, we present our initial design concept, detailed GEANT-based studies of detector performance, signal and background processes, and a preliminary analysis approach. We demonstrate how a first phase of LDMX could expand sensitivity to a variety of light dark matter, mediator, and millicharge particles by several orders of magnitude in coupling over the broad sub-GeV mass range.

hep-ex

Giant Convection Cells Found on the Sun

Heat is transported through the outermost 30% of the Sun's interior by overturning convective motions. These motions are evident at the Sun's surface in the form of two characteristic cellular structures - granules and supergranules (~1000 and ~30,000 km across respectively). The existence of much larger cells has been suggested by both theory and observation for over 45 years. We found evidence for giant cellular flows that persist for months by tracking the motions of supergranules. As expected from the effects of the Sun's rotation, the flows in these cells are clockwise around high pressure in the north, counter-clockwise in the south and transport angular momentum toward the equator, maintaining the Sun's rapid equatorial rotation.

astro-ph.SR