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

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

Author: Sam Charrington June 17, 2025 Duration: 59:31
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.

Hosted by industry analyst and commentator Sam Charrington, The TWIML AI Podcast (formerly This Week in Machine Learning & Artificial Intelligence) serves as a vital conduit between cutting-edge research and its real-world implications. This isn't just a series of technical lectures; it's a series of conversations that unpack how AI and machine learning are actively reshaping industries and societal structures. Each episode connects you directly with leading researchers, engineers, and innovative thinkers who are defining the frontiers of the field. The discussions go beyond abstract theory to explore the practical challenges, ethical considerations, and business transformations driven by these technologies. Whether you're a data scientist deep in the code, a tech-savvy leader strategizing implementation, or simply fascinated by the future of intelligent systems, this podcast provides the context and depth needed to stay informed. By focusing on the people behind the algorithms and the ideas powering the platforms, Sam creates a resource that is both intellectually substantive and genuinely engaging, building a thoughtful community around one of the most significant technological shifts of our time.
Author: Language: English Episodes: 100

The TWIML AI Podcast (formerly This Week in Machine Learning & Artificial Intelligence)
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