Market-Derived Financial Sentiment Analysis: Context-Aware Language Models for Crypto Forecasting
“A domain-specific language model was fine-tuned on these labels, achieving up to an 11% improvement in short-term trend prediction accuracy over traditional sentiment-based benchmarks.”
AssetCryptospot crypto
StrategyNews sentiment
TechniqueLarge language model
FrequencyDaily
Also stated: Sharpe ratio, Excess return, Price and volume, Text 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
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