MAS traders using Reddit sentiment from PulseReddit beat traditional baselines in the reported bull-market backtests, but the gains are small, most runs lose money, and the evaluation has critical flaws.
High-frequency trading: a practical guide to algorithmic strategies and trading systems
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PulseReddit: A Novel Reddit Dataset for Benchmarking MAS in High-Frequency Cryptocurrency Trading
MAS traders using Reddit sentiment from PulseReddit beat traditional baselines in the reported bull-market backtests, but the gains are small, most runs lose money, and the evaluation has critical flaws.