Repo · Benchmarks & research
jev-alpha-bench
Does Jev predict stock returns from news?
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Does Jev predict stock returns from news? It reads the news well; there is no tradeable alpha. Three arms separate reading from recall.
How builders describe it
Does Jev predict stock returns from news? It reads the news well; there is no tradeable alpha. Three arms separate reading from recall.
Two studies on whether Jev can be turned into a trading signal: Nasdaq-100 headlines and price candles. Publication-day rank IC is +0.24; the window you can actually trade is flat and the long-short loses 18 bps a trade.
The decision Jev makes
Benchmark questions with known answers, to check accuracy and confidence.
Where it fits
Head-to-head tests, calibration studies and independent research into how well Jev decides, how fast, and at what cost. All 682 benchmarks & research projects →
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