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Selected Model Details*
- Quant Model: Gradient Boosting Machines
- Features: 269 factors related to fundamental, technical, and macroeconomic dimensions
- Rebalance: Weekly
- Stock News & Sentiment Model: real-time analyses leveraging Transformer-based LLM
*Comprehensive back-testing data is available upon request. Pertinent research on GBMs and LLMs for forecasting stock returns is documented in the works of Chen, Ke, and Zhao (2023), as well as Lopez-Lira and Tang (2023)
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