I'm curious about something. If this is based on historical datasets, and people build strategies using LLMs, then in theory this is deeply flawed since LLMs would contain the knowledge about some of the datasets, and certainly the prices of the biotech stocks. This approach cannot be used to figure out which strategies are good because they know the future outcome.
How do you prevent this problem? It's a classic problem in backtesting strategies where you leak future information into the model.
How do you prevent this problem? It's a classic problem in backtesting strategies where you leak future information into the model.
EDIT: Some context, I ran a quant fund before.