Generating Alpha: A Hybrid AI-Driven Trading System Integrating Technical Analysis, Machine Learning and Financial Sentiment for Regime-Adaptive Equity Strategies
Momentum and trend following in equities, studied by Pillai, Ajith and J in 2026 with a large language model. The abstract mentions alpha, excess returns, profits and a benchmark but not an out-of-sample test, transaction costs, multiple testing or the size of the universe.
“The hybrid model outperformed major benchmark indexes like S&P 500 and NASDAQ-100 over the same period showing strong flexibility and lower downside risk with superior profits validating the use of multi-modal AI in algorithmic trading.”
AssetEquitiesindices
StrategyMomentumshort-term reversal
TechniqueLarge language modeltree ensemble
GeographyUS
Also stated: Alpha, Excess return, Profit, Price and volume, Fundamentals, Text and news, benchmark
Missing from abstract: out-of-sample test, costs, multiple testing, universe
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The paper's neighbourhoodMomentum and trend following by year
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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