An End-To-End LLM Enhanced Trading System
A 2025 paper by Zhou and Mehra on news sentiment and text signals, using a large language model: the abstract does not mention a benchmark, an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“By synthesizing data from financial news and social media, the system integrates sentiment-driven insights with technical indicators to generate actionable trading signals.”
StrategyNews sentiment
TechniqueLarge language model
InputsPrice and volumetext 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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