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ChatGPT can help yield more accurate stock trading predictions – study

36 点作者 aruanavekar大约 2 年前

18 条评论

gooseus大约 2 年前
I feel compelled to write this though it&#x27;s only tangentially relevant to the article and is an adaptation of Taleb&#x27;s story of stock-picking monkeys[1] from either Fooled by Randomness or The Black Swan:<p>Say you have an email list of 100000 investors, you ask ChatGPT to produce 100000 predictions and send these out to each investor.<p>Assuming ChatGPT is as good as a coin flip, 50000 investors receive good predictions. The next week you have ChatGPT produce 50000 predictions and send them out to those winners, you now have 25000 who have gotten two good predictions.<p>Rinse and repeat four more times and congratulations, you now have a client list of over 1500 people who have received six weeks of good predictions and are ready for you to manage all of their wealth using these insanely accurate AI predictions.<p>[1] <a href="https:&#x2F;&#x2F;www.washingtonpost.com&#x2F;archive&#x2F;business&#x2F;2004&#x2F;06&#x2F;20&#x2F;a-bow-to-lady-luck&#x2F;ab907482-1829-43fe-85ed-6afad1fcf392&#x2F;" rel="nofollow">https:&#x2F;&#x2F;www.washingtonpost.com&#x2F;archive&#x2F;business&#x2F;2004&#x2F;06&#x2F;20&#x2F;a...</a>
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castis大约 2 年前
Can ChatGPT predict all future world events and all the overall reactions to them? I&#x27;d easily pay $5 a month for that service.
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themodelplumber大约 2 年前
That&#x27;s pretty cool if it helps, more for the (already impossibly gigantic) analysis tools pile.<p>It&#x27;s too bad that prediction is functionally overrated in trading anyway, and the overrating is even worse when it&#x27;s being done by beginners.<p>Everybody wants an edge on the future, but few can hold a really solid trading plan together over a significant amount of time. Especially when they&#x27;ve already even blown up an account, etc.<p>You can make a pretty good argument that things like emotional dynamics and emotional leverage at a personal level are at least as important as prediction, but maybe more if you consider that you can find a reasonable predictive model built on something as valid as mean regression after a minute&#x27;s searching around.<p>The experiences shared in the _Wizards_ books are pretty remarkable in this way.
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MuffinFlavored大约 2 年前
It might just be but the conclusion paragraphs read like they were written by LLM. Extremely long&#x2F;verbose. They&#x27;re even structured like ChatGPT output if I understand correctly (lots of filler around this key part: &quot;Our findings indicate that ChatGPT outperforms traditional sentiment analysis methods from leading vendors like RavenPack.&quot;)<p>I also don&#x27;t see where the long-short criteria is defined for Figure 1: Cumulative Returns of Investing 1$ (Without Transaction Costs). How do you know when to flip between long and short? Moving average crossover?
user3939382大约 2 年前
We have very sophisticated technical forecasting algorithms. I doubt ChatGPT could improve there. Where it may be excellent though is in “sentiment analysis” which plays a role in forecasting.
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broast大约 2 年前
It&#x27;s almost certainly expected.<p>These models are argued to contain hidden models of the data they represent, and can pick up on patterns with one-shot or few-shot samples<p>Let&#x27;s recall that Bob Mercer, Jim Simons made their billions off of trading options with NLP based hidden markov models, beating everyone on Wall St for the last two decades.<p>ChatGPT is an easy entry to this
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vivegi大约 2 年前
Atleast Bing Chat told me that it <i>cannot give me financial advice</i>. The specific prompt I gave it was<p>1. Pick 10 large cap stocks that have had earnings growth over the last few years.<p>2. Allocate $x among these 10 stocks to maximize profits over the next two years.<p>It did #1.<p>It refused to do #2.<p>Perhaps the general Bing Chat may avoid doing it for liability and legal reasons and a specialized paid <i>roboadvisor</i> might be on the cards for the future.
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zevv大约 2 年前
If any AI - or any other process or algorithm - would be able to provide significant better predictions than what is currently used, wouldn&#x27;t this affect the stock prices as soon as this gets deployed by brokers at scale, effectively making the predictions useless again?
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JaggerJo大约 2 年前
No.
warrenmiller大约 2 年前
Maybe not but it might be able to tell you when to stop trading, which can be very useful.
FloatArtifact大约 2 年前
So what happens when we can predict stock market with much more confidence? What kind of effects would this have on the market. Corporations having much better predictions but also the average person.
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motbus3大约 2 年前
ChatGPT, as for now, cannot infer anything. It will repeat most likely words and that&#x27;s it. It is like going to an advanced astrological consultant
anshumankmr大约 2 年前
I don&#x27;t trust my own judgement when it comes to stocks,no way I am ever going to trust that model to get predictions.
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l5870uoo9y大约 2 年前
An interesting benchmark would be if it can outperform index funds over a given time period.
vowelless大约 2 年前
… compared to GPT 1 and GPT 2 and BERT…
mmh0000大约 2 年前
It&#x27;s not terrible[1], better than I would be anyway. (I&#x27;m terrible at investing, I&#x27;ve lost everything I&#x27;ve ever tried to &quot;invest&quot;).<p>[1] Prompt: Are you familiar with Warren Buffet&#x27;s Letters to Shareholders?<p><pre><code> Yes, I&#x27;m familiar with Warren Buffett&#x27;s Letters to Shareholders. These are annual letters that Warren Buffett, the Chairman and CEO of Berkshire Hathaway, writes to the shareholders of his company. The letters provide updates on the company&#x27;s performance, insights into Buffett&#x27;s investment philosophy, and reflections on broader economic and financial topics. They have become widely read and highly regarded, not just by Berkshire Hathaway shareholders, but also by investors, business leaders, and finance enthusiasts seeking to learn from Buffett&#x27;s wisdom and experience. The letters date back to the mid-1960s, and they have been compiled into a book titled &quot;Berkshire Hathaway Letters to Shareholders&quot; that includes all the letters up until my knowledge cutoff in September 2021. Many investors and business students consider these letters essential reading for understanding value investing principles and the mindset that has contributed to Buffett&#x27;s long-term success. Prompt: Using Buffett&#x27;s investment philosophy and Letters to Shareholders. Will you help me analyze some stocks? I&#x27;d be happy to help you analyze some stocks using principles derived from Warren Buffett&#x27;s investment philosophy and Letters to Shareholders. Please note that I am an AI language model and not a financial advisor, so any analysis should be considered for informational purposes only and not be taken as financial advice. To get started, please provide the names or ticker symbols of the stocks you&#x27;d like to analyze. Additionally, keep in mind that my knowledge is up to date only until September 2021, and I might not have the most recent information on specific companies or industries. Prompt: Lets start with RIVN Rivian Automotive, Inc. (RIVN) is an American electric vehicle (EV) manufacturer founded in 2009. As of my knowledge cutoff in September 2021, Rivian was focused on producing electric trucks and SUVs, with their flagship models being the R1T pickup truck and the R1S SUV. Please note that my knowledge is not current, and recent developments may affect the analysis. To analyze Rivian using principles from Warren Buffett&#x27;s investment philosophy, we&#x27;ll consider some key aspects: Business Understanding: Buffett emphasizes the importance of investing in businesses that are simple and easy to understand. Rivian is involved in the electric vehicle market, which is relatively straightforward, but the company&#x27;s success depends on technological innovation, production efficiency, and consumer adoption. It&#x27;s essential to have a solid grasp of the industry&#x27;s competitive landscape, including competitors like Tesla, Ford, and General Motors. Competitive Moat: Buffett looks for companies with a strong competitive advantage or &quot;moat&quot; that allows them to maintain their market position and profitability. In Rivian&#x27;s case, it&#x27;s worth considering their unique selling propositions, such as their vehicle designs, battery technology, or strategic partnerships. Rivian has attracted significant investments from companies like Amazon and Ford, which could potentially provide them with a competitive edge. Financials: Buffett advocates for strong financials, including consistent earnings, low debt, and healthy profit margins. As of September 2021, Rivian was a pre-revenue company that had yet to deliver any vehicles to customers. Therefore, it is essential to review their most recent financial statements to evaluate their financial health and performance. Management: Buffett emphasizes the importance of capable and honest management teams. Rivian&#x27;s founder and CEO, RJ Scaringe, has led the company since its inception. Assessing the management team&#x27;s track record and their ability to execute the company&#x27;s business plan is crucial. Valuation: Finally, Buffett stresses the importance of buying stocks at a reasonable price. As a pre-revenue company, traditional valuation metrics like price-to-earnings (P&#x2F;E) ratios may not be applicable to Rivian. Instead, you may need to look at other valuation methods, such as price-to-sales (P&#x2F;S) ratios, discounted cash flow (DCF) analysis, or comparing Rivian&#x27;s valuation to other EV companies in the market.</code></pre>
thedangler大约 2 年前
Retail investors will still lose.
jrpt大约 2 年前
I&#x27;ve found it useful using LLMs to help understand company 10-K reports like these:<p><a href="https:&#x2F;&#x2F;docalysis.com&#x2F;library&#x2F;10-k-reports" rel="nofollow">https:&#x2F;&#x2F;docalysis.com&#x2F;library&#x2F;10-k-reports</a><p>For example, I used it to understand how much Meta is investing in its Reality Labs initiatives ($13.7 billion last year) as well as how much revenue Reality Labs brought in ($2.15 billion).<p>I&#x27;m certain financial professionals are using it to better understand the world. The paper says it uses ChatGPT for sentiment analysis, but I think an even bigger leap is going to be getting actual meaning out of news and financial reports more efficiently.
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