From Hypotheses to Portfolios: NeuraQuant for Auditable Crypto-Alpha Discovery with Large Language Model
“From January through June 2026, the net-of-fee portfolio produced a cumulative return of 12.93%, an annualized return of 28.14%, a Sharpe ratio of 1.4870, and a maximum drawdown of-7.95%.”
AssetCrypto
StrategyNews sentiment
TechniqueLarge language modelsymbolic search
FrequencyDaily
Also stated: 2019–2023, Sharpe ratio, Information ratio, Alpha, Profit, Drawdown, Long-only, Text and news, benchmark, out-of-sample test
Missing from abstract: costs, multiple testing, universe
Institutional-grade audit of this strategy.
£5 — Request the audit- Audit of the paper claims accounting for costs, luck, crises, originality, geography, etc.
- Reproduction code integratable into Bloomberg, IBKR, etc.
- Bias-free datasets for backtesting included
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The paper's neighbourhoodNews sentiment and text signals by year
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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