chapter eleven
11 Building the qualitative engine with news analysis and LLMs
This chapter cover
- Building a Retrieval-Augmented Generation (RAG) pipeline for qualitative market signals
- Cleaning and unifying multi-source news data for consistent retrieval
- Embedding text into vector representations with auditable metadata
- Designing structured prompts to extract quantifiable signals from context
- Deploying the “LLM Analyst” to generate Policy Tone, Supply Risk, and Novelty scores
In Chapter 10, we meticulously engineered our quantitative engine. By transforming a universe of (Exchange-Traded Fund)ETF price and volume data into predictive features, we trained a machine learning model to decipher the market's numerical language. That engine listens to the rhythms of price, momentum, and correlation. But the market doesn't just speak in numbers; it speaks in narratives, fears, and expectations. A central bank's subtle shift in tone, a breakthrough technological announcement, or a sudden geopolitical flare-up—these are the qualitative events that numbers alone often fail to capture until it's too late.