Quant Beckman (@quantbeckman): "The trading rule is simple: generate signals from news, enter at the next day open, and exit within the next two trading days. However, the test window in the paper is short, mid-November 2024 to late January / February 2025. So the reported Sharpe is not evidence that the metho…"

Make money doing the work you believe in

The trading rule is simple: generate signals from news, enter at the next day open, and exit within the next two trading days. However, the test window in the paper is short, mid-November 2024 to late January / February 2025. So the reported Sharpe is not evidence that the method is robust.

arxiv.org

Janus-Q: End-to-End Event-Driven Trading via Hierarchical-Gated Reward Modeling

Financial market movements are often driven by discrete financial events conveyed through news, whose impacts are heterogeneous, abrupt, and difficult to capture under purely numerical prediction objectives. These limitations have motivated growing interest in using textual information as the primar…

Mar 7

8:42 AM

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