Text-NLP#65tier 1live in productionNew
transcript qa evasion
cadence: Dailydata: mediumshort onlylong onlylong short
JAR
2024
J. of Accounting Research
Bochkay, Brown, Leone & Tucker (2024, forthcoming *JAR*): "Managers' Use of
Citation only — paper link pending.
Mechanism
Bochkay, Brown, Leone & Tucker (2024, forthcoming *JAR*): "Managers' Use of Language in Earnings Conference Calls and Future Performance." The signal is the semantic distance between an analyst's question and management's answer. When the answer is far from the question (mgmt evading), the firm underperforms over the next 60
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
earnings_call_transcriptsFull earnings-call transcripts (prepared + Q&A), tokenised.
Expected edge
Reported: LS quintile Sharpe 1.4, 7.8% annualised, 60-day horizon.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
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