Monolith Research
Sentiment & NLP
IX · Sentiment & NLP Researched

Macro news sentiment

GDELT tone and FinBERT scoring evaluated as a macro signal and risk-warning layer.

In plain terms

News tone might move markets. This turns a global news feed into a sentiment score and tests whether it predicts FX moves — or is better used as a risk warning.

How it works

GDELT news tone is scored with a finance-tuned language model and turned into a signal, whose predictive value is then measured directly.

What it’s tested against

Out-of-sample classification and return tests; where the directional edge is near coin-flip, the work is repurposed honestly as a risk-warning layer rather than alpha.

Data

GDELT v2 news tone; FX price history.

Researched — retained as a candidate risk layer.

All strategy families

Research record only. Strategy logic stays private; what is shown can be reconstructed from a versioned notebook and a dated data snapshot. Not investment advice.