Chart: Figure 5: Portfolio Performance (Full Sample)

Chart: Figure 5: Portfolio Performance (Full Sample)#

Cumulative portfolio value for the long-short strategy and benchmark variants over the full sample.

Sources: CRSP, RavenPack, OpenAI

Replication of Figure 5 over the full available sample.

Chart Name	Figure 5: Portfolio Performance (Full Sample)
Chart ID	figure5_full_sample
Topic Tags
Data Series Start Date
Data Frequency
Observation Period
Lag in Data Release
Data Release Timing
Seasonal Adjustment
Units
HTML Chart	HTML

Dataframe Name
Dataframe ID	portfolio_returns
Data Sources	CRSP, RavenPack, OpenAI
Data Providers	WRDS, OpenAI
Links to Providers	https://wrds-www.wharton.upenn.edu/
Topic Tags
Type of Data Access
How is data pulled?	src/create_portfolios.py
Data available up to (min)
Data available up to (max)
Dataframe Path	/home/tomhi/finmath/finm-32900/p05_lopez-lira_tang_2023/_data/portfolio_daily_returns.parquet

Linked Charts:

Pipeline Name	ChatGPT Price Forecasting
Pipeline ID	SLTH
Lead Pipeline Developer	Tom and Sophie
Contributors	Sophie Lara and Tom Hillenbrand
Git Repo URL	github.com/thomashillenbrand/p05_lopez-lira_tang_2023
Pipeline Web Page	Pipeline Web Page
Date of Last Code Update	2026-03-15 21:42:08
OS Compatibility
Linked Dataframes	SLTH:ravenpack SLTH:crsp_daily_stock SLTH:daily_headline_polarity SLTH:portfolio_returns SLTH:table1_paper_sample SLTH:table1_full_sample SLTH:openai_label_proportions