# Algorithmic Trading Strategy Development and Optimisation

arXiv: https://arxiv.org/abs/2603.15848 · HTML: https://mlsanity.com/paper/2603.15848/

## Key facts

- No citing papers in the map yet (data through 14 Oct 2026).
- Builds on 2 of its 8 references that are in the map.
- First posted on arXiv 16 Mar 2026.

## Builds on (most cited first, 2 of 2)

- [BERT: Pre-training of Deep Bidirectional Transformers for Language Understanding](https://mlsanity.com/paper/1810.04805/) (2018)
- [FinBERT: Financial Sentiment Analysis with Pre-trained Language Models](https://mlsanity.com/paper/1908.10063/) (2019)

## Abstract (arXiv)

The report presents with the development and optimisation of an enhanced algorithmic trading strategy through the use of historical S&P 500 market data and earnings call sentiment analysis. The proposed strategy integrates various technical indicators such as moving averages, momentum, volatility, and FinBERT-based sentiment analysis to improve overall trades being taken. The results show that the enhanced strategy significantly outperforms the baseline model in terms of total return, Sharpe ratio, and drawdown amongst other factors. The findings helped demonstrate the relevance and effectiveness of combining technical indicators, sentiment analysis, and computational optimisation in algorithmic trading systems.