Preprint
Aug 2026
Large Language Model-Driven Small-Capitalization Trading: Integrating Financial News Sentiment, Macroeconomic Indicators, and Technical Signals
This work examines the pipeline on Russell 2000 equities under three stock-selection regimes and suggests that stock-selection regime and allocator choice matter at least as much as the sentiment model, and that separating firm-specific and macro-exposure triggers is more informative than requiring both to fire simultaneously.
Alireza Kargarzadeh, Nariman Khaledian, Navid Parvini et al.
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