StockGPT: A GenAI Model for Stock Prediction and Trading
“On a held-out test sample from 2001 to 2023, daily and monthly rebalanced long-short portfolios formed from StockGPT predictions yield strong performance.”
AssetEquities
StrategyMachine learningmomentum
TechniqueTransformerclassical time series
GeographyUS
Also stated: Daily, 2001–2023, Sharpe ratio, Alpha, Long-short, 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 neighbourhoodMachine learning return prediction by year
The family is counted across the whole universe. Asset, method and authors are counted inside the family.
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