[niles]

Basically what I'm describing is "backtesting" from stock trading space, where a trader comes up with a hypothesis on what will come in the future. Then they retry that scenario in slices where the same conditions happened in the past and see how it would have played out. Importantly, the "algo" sees in real time based on when you start it, so it can not cheat. It makes it easy to see whether or not your intuition is based on actual data.

I kinda feels like you are using the LLM to assign "weights" or important properties of an algo and then directly translating the basic arithmetic accounting of those factors into a prediction. What I expect is that the LLM would also be used to read all past news to find similar patterns and then create time slices where its weights could be tested against a control. It can then backtest its own weights to better tune what factors really led to an outcome and expose this refinement as part of the prediction.

News Data Sources: https://www.gdeltproject.org/ https://credibilitycoalition.org https://data.worldbank.org/