Monetary Policy Expectations of Sophisticated Investors
Fine-tuned LLM analysis of hedge fund letters reveals policy expectations that predict yield-curve moves beyond market rates and correlate with fund returns.
Featured in No. 138 on 6 Nov 2026 · 3 days after release
- Released
- 3 Nov 2026
- First featured
- No. 138 · 6 Nov 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7673758
- Authors
- Patrick Coggi et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).