Text-NLP#61tier 1live in productionNew
transcript finbert qa dispersion
cadence: Annualdata: mediumshort onlylong onlylong short
JFE
2023
J. of Financial Economics
Huang, Wang & Yang (2023) *Contemporary Accounting Research*:
Citation only — paper link pending.
Mechanism
Huang, Wang & Yang (2023) *Contemporary Accounting Research*: "FinBERT: A Large Language Model for Extracting Information from Financial Text." FinBERT-tone outperforms Loughran-McDonald wordcount on every post-call drift measure they tested (3-day CAR R² roughly doubles). Follow- up by Chen et al. (2024 *JFE*) shows a ~5% annualised long-short on the Q&A-dispersion
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
transcript_finbert_scoresWorker data table — see services/worker schema.
Expected edge
(2024 *JFE*) shows a ~5% annualised long-short on the Q&A-dispersion sub-signal.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
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