MGPraxis6,400 papers identified by name

News sentiment and text signals

148 papers on news sentiment and text signals as a systematic trading strategy. Signals extracted from news, social media and text analytics.

Also searched as: news sentiment trading, text analytics, NLP in finance, investor sentiment signals, social media signals

Papers1482010–2026
Share of the family100 %148 of 148
Asset
Method
Papers by yearNews sentiment and text signals
■ equities■ crypto■ commodities■ currencies■ other assets201020152020732026■ equities■ crypto■ commodities■ currencies■ other assets201020152020732026
Most cited in each assetcited byasset
Risk Factors That Matter: Textual Analysis of Risk Disclosures for the Cross-Section of Returns by Lopez-LiraEquities45Equities2019
Media Sentiment and Currency Reversals by Filippou et al.Currencies22Currencies2023
Financial Statement Analysis with Large Language Models by Kim et al.Asset not named14Asset not named2025
News Analytics for Energy Futures by BorovkovaMulti-asset14Multi-asset2010
Market-Derived Financial Sentiment Analysis: Context-Aware Language Models for Crypto Forecasting by Moradi-Kamali et al.Crypto2Crypto2025
Is there any sentiment or animals’ spirits in the financial markets’ zoo? A narrative machine-learning analysis of the relationship between news in media and returns on the Chinese commodity futures market by Billio et al.Commodities1Commodities2026
Latest additionsasset
Execution-Aware Alpha Mining: Teaching LLM Factor Agents to Account for Trading Costs​ by NagireddyEquitiesEquities2026
Memorisation or Alpha? Detecting Look-Ahead Contamination in Cross-Sectional Equity Signals by NguyenEquitiesEquities2026
Beta Recall, Alpha Recall, and a Contamination Detector that Needs No Labels * Measuring Training-data Leakage in LLM Equity Signals by NguyenEquitiesEquities2026
Crude oil arbitrage and momentum trading strategies with targeting volatility by using Large Language Models by GarmashCommoditiesCommodities2026
LLM-Based High-Growth Potential Ranking and Portfolio Selection: Evidence from China's Optical Industry by Lin and XueEquitiesEquities2026

Assets with their own page

97 papers
News sentiment in equities97

News sentiment in currencies

4 papers
cited bymethod
Media tone is a priced risk factor in currency markets by Heimonen et al.02025
RavenPack Quantitative Research: Harnessing News Sentiment for FX Futures Strategies by Hafez et al.02025
Applying News and Media Sentiment Analysis for Generating Forex Trading Signals by Olaiyapo2024
Media Sentiment and Currency Reversals by Filippou et al.222023

News sentiment in multi-asset

3 papers
cited bymethod
Can GDELT News Sentiment Predict Macro Equity and Bond Futures? by Alexander0Linear factor models2026
Large Language Models and Futures Price Factors in China by Cheng et al.0Neural networks +22025
News Analytics for Energy Futures by Borovkova142010

News sentiment, no asset class named

30 papers
cited bymethod
AlgoEvolve: LLM-driven Meta-evolution of Algorithmic Trading Programs by Sharma and Shroff0Language models2026
AlphaForgeBench: Benchmarking End-to-End Trading Strategy Design with Large Language Models by Zhang et al.0Classical time series +12026
Apex Quant: A Multi-Agent Debate Framework For Quantitative Trading by Sun0Language models2026
AutoL2S: Auto Long-Short Reasoning for Efficient Large Language Models by Luo et al.Language models2026
BacktestBench: Benchmarking Large Language Models for Automated Quantitative Strategy Backtesting by Wang et al.Language models2026
FundaPod: A Multi-Persona Agent Pod Architecture with Knowledge Graph Memory for AI-Assisted Fundamental Investment Research by Zhu et al.0Language models2026
LLM-Gated FinRL: Point-in-Time Risk Auditing for Reinforcement Learning in High-Beta Portfolio Trading by Essono0Language models2026
MemGuard-Alpha: Detecting and Filtering Memorization-Contaminated Signals in LLM-Based Financial Forecasting via Membership Inference and Cross-Model Disagreement by Roy et al.0Language models2026
MemGuard-Alpha: Limits of Membership Inference for Detecting and Filtering Memorization-Contaminated Signals in LLM-Based Financial Forecasting by Roy and Roy0Linear factor models +12026
21 more
Multi-Agent Large Language Models with Reinforcement Learning for Quant Trading by Chen and Kawashima0Language models2026
Reading the Insider Cluster: Concurrent Disclosure-Tone Classification Predicts the Cross-Section of Post-Filing Returns by Ahn0Linear factor models +12026
Reproducible LLM-Based Measurement Depends on the Serving Stack by Yang0Language models2026
An End-To-End LLM Enhanced Trading System by Zhou and Mehra2Language models2025
Automate Strategy Finding with LLM in Quant Investment by Kou et al.3Neural networks +12025
Chain-of-Alpha: Unleashing the Power of Large Language Models for Alpha Mining in Quantitative Trading by Cao1Language models2025
Event-Aware Sentiment Factors from LLM-Augmented Financial Tweets: A Transparent Framework for Interpretable Quant Trading by Wang and Wei0Language models2025
FALCON: Feedback-driven Adaptive Long/short-term memory reinforced Coding Optimization system by Li et al.0Language models2025
Financial Statement Analysis with Large Language Models by Kim et al.14Language models2025
FinRLlama: A Solution to LLM-Engineered Signals Challenge at FinRL Contest 2024 by Grover2Language models2025
Integrating Large Language Models and Reinforcement Learning for Sentiment-Driven Quantitative Trading by Long et al.Language models2025
Language Model Guided Reinforcement Learning in Quantitative Trading by Darmanin and Vella1Language models2025
LLM-based Personalized Portfolio Recommender: Integrating Large Language Models and Reinforcement Learning for Intelligent Investment Strategy Optimization by Li et al.Language models2025
Long-Short Alignment for Effective Long-Context Modeling in LLMs by Du et al.0Neural networks +12025
Evaluating LLMs in Financial Tasks - Code Generation in Trading Strategies by Alonso and Dupouy1Language models2024
LSTPrompt: Large Language Models as Zero-Shot Time Series Forecasters by Long-Short-Term Prompting by Liu et al.1Language models2024
Pretrained LLM Adapted with LoRA as a Decision Transformer for Offline RL in Quantitative Trading by Yun0Neural networks +12024
QuantAgent: Seeking Holy Grail in Trading by Self-Improving Large Language Model by Wang et al.4Language models2024
A Primer on Natural Language Processing for Finance by Osterrieder102023
Three Trading Signals Generated Systematically from Earnings Conference Calls by Hafez et al.02023
Generating Alpha using NLP Insights and Machine Learning by Najera and Kantos1Language models2022

Papers on news sentiment from other families

4 papers
filed under
Beyond Polarity: Multi-Dimensional LLM Sentiment Signals for WTI Crude Oil Futures Return Prediction by Dai et al.Machine learning return prediction2026
From Natural Language to Executable Option Strategies via Large Language Models by Luo et al.Options trading strategies2026
Meta-Learning Reinforcement Learning for Crypto-Return Prediction by Wang et al.Machine learning return prediction2026
Portfolio Construction with News Sentiment using a Large Language Model by ZhangPortfolio optimization2023
Papers tagged from title and abstract by MarketGraphs Praxis. Citation counts from OpenAlex.
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