All tested models lost the vast majority of their alpha when tested out of sample. For example, DeepSeek 3.2's strategy generated +20.7% annualized alpha in-sample, and -1.0% out-of-sample. Bigger models had bigger drops in out-of-sample performance. More parameters just meant more memorization. Full writeup: vbase.com/blog/llm-alpha-loo…

A new benchmark tested commercial LLMs' ability to pick stocks in two matched time periods: one inside their training window, one after. Meaning, your LLM's alpha might be mere memorization.

A backtest is only as clean as its dirtiest input, and in LLM-based strategies, the model itself may be the dirtiest input of all.

Serious investors ask every data provider the same question: “Is your data point-in-time?” When the answer is a credible yes, they lean in, and often pay a large premium. But why is point-in-time data so important? And why do so many providers who claim to have it, still face deal-killing skepticism and long trials? In our latest post, we break down why “point-in-time” has become the standard for top-tier data — and why so many still fail this basic test. vbase.com/blog/why-quants-pa…

Excited to share that @validityBase is now integrated with @QuantConnect! Send QuantConnect signals directly to validityBase and turn them into globally credible live indices with easy-to-share performance dashboards. A big step toward helping any QuantConnect user showcase the value of the signals, strategies and research they create. Huge thanks to the QuantConnect team and @jaredbroad for making this possible. vbase.com/quantconnect/

Congrats to our intern Quant Research Analyst Mathew Thiel (linkedin.com/in/mathew-thiel…) for winning first place at the 2025 Society of Quantitative Analysts (SQA) Alphathon! 🏆

We’re excited to share that @Forbes featured validityBase in their latest piece on the growing demand for verifiable, point-in-time data and track records. Proud to see our mission: helping data vendors and investment managers build trust through verifiable data, gaining broader attention. Link here: tinyurl.com/2ead8456

Next up in our Quant Summer Lunch & Learn series: Dr. Lisa Borland on modeling extreme market events — from the GFC to COVID — and how quants think about fat tails. 🗓️ June 20, 12pm ET 🔗 Webinar Link: tinyurl.com/ytn6hbhu 🎙️ Co-hosted with @BlueWaterMacro All welcome.

Excited to announce our partnership with @HaykGrigor and SharpeMachine, LLC -- an innovative investment manager running systematic strategies with a laser focus on capital preservation! We’re excited to help bring SharpeMachine’s work to a wider audience through fully transparent, live performance records. You can now track SharpeMachine's strategies via our live verifiable dashboards, much as you would a stock or an ETF. portfolios.vbase.com/?sym=SR… -- flagship portfolios.vbase.com/?sym=SR… portfolios.vbase.com/?sym=SR… portfolios.vbase.com/?sym=SR… portfolios.vbase.com/?sym=SR… portfolios.vbase.com/?sym=SR… Read our press release for more details about the collaboration: prnewswire.com/news-releases… To explore the strategies further, reach out to @HaykGrigor

Thanks @MarcBautis - it was a real pleasure joining your show and sharing how validityBase helps to make investment performance 3rd party verified and globally credible.