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[return to "Exploring the limits of large language models as quant traders"]
1. thisis+mE[view] [source] 2025-11-19 13:34:07
>>rzk+(OP)
LLMs are very good at NLP/classification tasks and weak at calculations and numbers. So, I doubt feeding it numerical data is a good idea.

And if you feeding or harnessing as the blog post puts it in a way that where it reasons things like:

> RSI 7-period: 62.5 (neutral-bullish)

Then it is no better than normal automated trading where the program logic is something along the lines if RSI > 80 then exit. And looking at the reasoning trace that is what the model is doing.

> BTC breaking above consolidation zone with strong momentum. RSI at 62.5 shows room to run, MACD positive at 116.5, price well above EMA20. 4H timeframe showing recovery from oversold (RSI 45.4). Targeting retest of $110k-111k zone. Stop below $106,361 protects against false breakout.

My understanding is that technical trading using EMA/timeframes/RSI/MACD etc is big in crypto community. But to automate it you can simply write python code.

I don't know if this is a good use of LLMs. Seems like an overkill. Better use case might have been to see if it can read sentiments from Twitter or something.

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2. ramoz+pC2[view] [source] 2025-11-19 23:45:06
>>thisis+mE
You wouldnt feed it numerical data, but you would allow it to make certain calculations (via tools of a harness) as it relates to your portfolio.
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