A backtest over May-August 2024 claims that adding GPT-2 and FinBERT news sentiment to technical indicators improves S&P 500 trading returns, with a best reported return of 5.77%.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.CP 1years
2025 1verdicts
REJECT 1representative citing papers
citing papers explorer
-
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
A backtest over May-August 2024 claims that adding GPT-2 and FinBERT news sentiment to technical indicators improves S&P 500 trading returns, with a best reported return of 5.77%.