Persona-ensembled GPT-4 predictions improve Sharpe ratio over buy-and-hold during rising-CPI months in a 26-month stock-bond backtest, but underperform during falling-CPI months.
GPT’s idea of stock factors,
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Leveraging Large Language Models for Institutional Portfolio Management: Persona-Based Ensembles
Persona-ensembled GPT-4 predictions improve Sharpe ratio over buy-and-hold during rising-CPI months in a 26-month stock-bond backtest, but underperform during falling-CPI months.