Can AI Do Financial Research?

Large language models are already capable of summarizing financial research, but are they ready to conduct it? In their latest paper, researchers from Google, Boston College, and Columbia introduce a framework where a large language model doesn’t just fetch data—it acts as an autonomous AI research agent capable of navigating the “hypothesis discovery loop.” By placing an LLM within a human-designed laboratory—complete with a symbolic language of 66 accounting primitives and a standardized backtesting pipeline—the authors tested whether AI can move beyond black-box predictions to generate economically legible and statistically robust signals. This isn’t just about throwing a transformer at a price series; it is a systematic attempt to automate the “propose–test–reflect” cycle that defines empirical finance.

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Quantpedia in June 2026

Hello all,

What have we accomplished in the last month?

– A new Live Strategies reporting section
– Quantpedia Awards 2026 Winners Interview
– 14 new Quantpedia Premium strategies
– 3 new related research papers
– 7 new backtests
– and finally, 8 new posts on our Quantpedia blog

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Quantpedia API as an On-Demand Factor Database

Investors often face a simple but important problem. They receive a fund equity curve, a strategy track record, or a portfolio performance series, but they do not know what is actually inside. The manager may provide only a broad description, while the realized return stream may in practice be driven by a mix of momentum, tactical allocation, defensive overlays, cross-asset rotation, or other systematic effects.

One way to approach this type of problem is to use a specialized Multi-Factor Analysis report available in Quantpedia Pro. However, this case study focuses on the second approach: building a custom workflow through the Quantpedia API and AI-assisted methodology design. Instead of treating Quantpedia only as a static library of strategy ideas, the workflow uses it as an on-demand database of factor-like return streams. The unknown curve becomes the object to explain, while the Quantpedia strategy universe becomes the set of candidate explanatory building blocks.

In this test, the unknown equity curve was treated as a blind case. The “correct” answer was not used during the analysis. The task was therefore not to confirm a known decomposition, but to test whether an API-based workflow can identify which known systematic strategies best explain the behavior of a black-box curve.

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Silicon vs. Satoshi: Tactical Asset Rotation Between NASDAQ-100 and Bitcoin

In the modern retail attention economy, Bitcoin and the NASDAQ-100 are not merely separate assets; they are competing narratives. Both appeal to the same pool of speculative capital, the same appetite for asymmetric upside, and the same behavioral forces of FOMO, herding, and recency bias. When technology stocks dominate the imagination, capital clusters around QQQ and the artificial intelligence trade. When Bitcoin breaks out, the crowd’s attention pivots toward crypto’s promise of explosive upside.

This paper tests whether that rotation in attention leaves a systematic footprint. Using Donchian breakout signals across QQQ and Bitcoin, with cash as a fallback during periods of consolidation, we examine whether investors can harvest momentum without remaining permanently exposed to either asset’s full drawdown profile. The results suggest that the answer is yes: retail attention does not move randomly. It rotates, it concentrates, and—when measured through price breakouts—it can be systematically exploited.

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Quantpedia Premium Update – June 30th

Five new strategies have been added. Three new related research paper have been included into existing strategy reviews and six new short free blog posts have been published during last few weeks. Plus, six trading strategies have been backtested in QuantConnect in the previous two weeks.

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