Quantitative Trading Is Going To Eat All Markets (opens in new tab)

Quantitative trading has always had two hard limits: events that are too fuzzy to quantify, and events too rare to backtest. LLMs collapse both constraints at once — turning unstructured information into clean panel data, and letting us generalize N=1 events in a high-dimensional feature space. The result is a coming renaissance where entire asset classes once reserved for discretionary traders become tractable for quants.