Quoniam Enhances Sentiment Strategy with LLM, Boosts Fund Sharpe Ratio

As buy‑side firms increasingly look to large language models to enhance quantitative strategies, Quoniam Asset Management reported that a February upgrade to its news sentiment model raised a fund’s Sharpe ratio by 20%.

By integrating an LLM into its sentiment‑scoring system, the Frankfurt‑based quantitative manager can now extract future‑oriented signals from news—those elements most likely to influence market movements.

“The LLM ignores the past and the”

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