AlphaX: An AI-Based Value Investing Strategy for the Brazilian Stock Market (arxiv.org)

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.