AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models
“Instead of producing discrete trading actions, AlphaForgeBench requires models to generate executable alpha factors and compose factor-based trading strategies grounded in financial knowledge.”
StrategyNews sentimentportfolio optimization
TechniqueLarge language modelclassical time series
ClaimAlpha
InputsText and news
Missing from abstract: benchmark, out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodNews sentiment and text signals by year
FamilyNews sentiment and text signals148Momentum and trend following289Factor investing240Machine learning return prediction15318 more · 854
AssetEquities97
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