Trading with the Devil: Risk and Return in Foundation Model Strategies

By Jinrui Zhang

Published 2025-10-20

Everscope rating

1408.1

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: CAPM-Inspired Foundation Model Risk Decomposition with Uncertainty Disentanglement. Problem types: Risk Management, Time Series Forecasting, Algorithmic Trading, Portfolio Optimization, Uncertainty Quantification.

arXiv:2510.17165 · Paper rankings

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