---
title: The flow, not the headline: point-in-time LLM sentiment and the cross-section of cryptocurrency returns *
url: https://www.ml-quant.com/papers/ssrn/7669918/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-11-06
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 7669918
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7669918
featured: 2026-11-06
citations: unknown
topic: Crypto & DeFi
---


# The flow, not the headline: point-in-time LLM sentiment and the cross-section of cryptocurrency returns *

Headlines scored by LLM within minutes predict cross-sectional cryptocurrency returns with a daily long-short Sharpe of 2.21 until the signal decays.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=7669918
- Identifier: SSRN 7669918
- Released: 2026-11-03
- First featured: Quant Letter No. 138 (2026-11-06): https://www.ml-quant.com/issues/2026-11-06/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Crypto & DeFi
- Authors: ALEKSANDR SENKEVICH

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