SSRNLLMs & Text
Look-Ahead Bias in Stock Return Predictions
Large language models like ChatGPT can generate profitable trading signals from news sentiment, but backtesting can yield biased results due to overlapping periods.
Featured in No. 18 on 4 Oct 2023 · 6 days after release
- Released
- 28 Sep 2023
- First featured
- No. 18 · 4 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 5
- Identifier
- SSRN 4586726
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