Chart: Portfolio Size Diagnostics

Number of stocks in the long and short portfolios through time.

Chart

Sources: CRSP, RavenPack, OpenAI

Full Screen Chart

Daily long and short portfolio counts for the main strategy and restricted variants.

Chart Specs

Chart Name	Portfolio Size Diagnostics
Chart ID	portfolio_size_diagnostics
Topic Tags
Data Series Start Date
Data Frequency
Observation Period
Lag in Data Release
Data Release Timing
Seasonal Adjustment
Units
HTML Chart	HTML

Dataframe Manifest

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:

• SLTH:figure5_paper_sample

• SLTH:figure5_full_sample

• SLTH:portfolio_size_diagnostics

Pipeline Manifest

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

Chart: Overnight vs Intraday RavenPack News