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About this paper
Yizhen Xie, Mengyang Liu
SOTA lets a language model choose among nine options strategy families, while deterministic tools select contracts, size positions, and hedge. The policy uses market and portfolio information to propose strategies, then makes a choice after they are priced. In a historical test, it returned 18.32% with a Sharpe ratio of 1.60, outperforming tested feasible baselines; this is not evidence of live profitability.
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