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LLMs for Equities Feature Forecasting at Two Sigma with Ben Wellington - #736

2025-06-17 · 60 min · episode 736 · 13 entities

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    LLMs for Equities Feature Forecasting at Two Sigma with Ben Wellington - #736
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  • → hosted by TWIML company
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Entities found in this episode

concepts 5

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  • mentioned Tech News concept
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  • discusses News concept
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    evidence rules-v4
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  • discusses Tech News concept
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    Feed category: Tech News

companys 4

  • mentioned TWIML company
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  • hosted by TWIML company
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    Feed author/publisher: TWIML

persons 3

  • mentioned Ben Wellington person
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    LLMs for Equities Feature Forecasting at Two Sigma with Ben Wellington - #736
  • mentioned Sam Charrington person
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    Feed author/publisher: Sam Charrington
  • hosted by Sam Charrington person
    0.55
    evidence rules-v4
    Feed author/publisher: Sam Charrington

podcasts 1

Episode description as stored
Today, we're joined by Ben Wellington, deputy head of feature forecasting at Two Sigma. We dig into the team’s end-to-end approach to leveraging AI in equities feature forecasting, covering how they identify and create features, collect and quantify historical data, and build predictive models to forecast market behavior and asset prices for trading and investment. We explore the firm's platform-centric approach to managing an extensive portfolio of features and models, the impact of multimodal LLMs on accelerating the process of extracting novel features, the importance of strict data timestamping to prevent temporal leakage, and the way they consider build vs. buy decisions in a rapidly evolving landscape. Lastly, Ben also shares insights on leveraging open-source models and the future of agentic AI in quantitative finance. The complete show notes for this episode can be found at https://twimlai.com/go/736.