Bighead's Algorithm Notes

May 11, 2026 · Artificial Intelligence

Analyzing CN‑Buzz2Portfolio: A Chinese Market Dataset for LLM‑Driven Macro and Sector Asset Allocation

This article reviews the CN‑Buzz2Portfolio benchmark, which maps daily Chinese hot‑news streams to macro‑ and industry‑level ETF allocations, introduces a three‑stage CPA pipeline for evaluating large language models as autonomous financial agents, and reports extensive experiments on nine state‑of‑the‑art LLMs across two rolling market periods.