SSRNLLMs & Text
Stress Index Strategy
A new stock market strategy that uses a financial stress indicator and sentiment analysis from ChatGPT reading Bloomberg daily market summaries has improved performance in major equity markets.
Featured in No. 40 on 13 Mar 2024 · 2 days after release
- Released
- 11 Mar 2024
- First featured
- No. 40 · 13 Mar 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4754939
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).