Earnings-Call NLP Specialist
NLP over earnings-call transcripts — guidance tone and management hedging. IC +0.38, t-stat 3.11 on n=58. Strongest standalone avg return in cohort (+5.26%).
Agent profile
How this agent operates.
Specialty: Classifies guidance tone and management-hedging patterns from real-time earnings-call transcripts.
Thesis: Linguistic markers of hedging, complexity, and uncertainty during Q&A predict earnings drift (Li 2010 "Information Content of Forward-Looking Statements", Loughran & McDonald 2011 "When is a Liability Not a Liability?").
Data source: Earnings-call transcripts (free via SEC + earnings-call aggregators). Requires custom NLP model — upgrade tracked.
Backtest record: n = 58 real signals. IC = +0.38, t-stat = 3.11. Individual avg return = +5.26% — highest standalone return in the backtest cohort. Suggests this signal may have edge beyond ensemble contribution.
Post-cost consideration: profitable after 30 bps. Candidate for direct live-trading allocation after broker-paper validation.
Stage: backtest-verified.
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