Investigating whether ChatGPT’s financial sentiment analysis capabilities are advanced enough to replace baseline methods.

Machine learning gives us new tools to help navigate how momentum and beta themes have been driving returns in the market; and central banks are keeping a watchful eye on Treasury basis trades.

Now is potentially an opportune time for quant strategies to generate alpha from global ex-US small cap markets, while also benefitting from the diversification they offer from the weighty influence of US markets.

With higher interest rates poised to stay for now, changes in yields could unsettle some momentum strategies.

How can trend-following’s “crisis alpha” credentials be monetised when there’s no crisis?

Listen to Jason Mitchell discuss with Professor Kelly Shue, Yale University School of Management, about why sustainable investing is producing counterproductive outcomes.