Does AI Still Read the News Better Than the Market?
A 2026 test of a well-known finding — and why it only works when there is enough news to read
Tommi Johnsen, PhD
Head of Fin dept at DU, crunched #s w/quants, helped money managers sleep (slightly) better. Now writing about markets, models, & messes.
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Latest posts
The Mechanism Survives, the Magnitude Doesn’t
Auditing seven months of a news sentiment pipeline, including two of our own published claims
How We Tried to Teach Claude to Read Like an Analyst, and the Market Said No
This is the story behind one section of the technical post “Testing a News Sentiment Pipeline” (forthcoming) but you can read it on its own. It is about first fully trusting Claude, then testing it ag
News and earnings sentiment agree, mostly at the extremes
This is a very preliminary result (snapshot June 15, 2026) It rests on 21 earnings events from a single three-week window, and every number below should be read as a first sighting, not a finding.
When the insiders and the news disagree: a first look at the cross-signal
When the insiders and the news disagree: a first look at the cross-signal
Most of the insider trading alpha is gone by the time you see the filing: poof!
An empirical companion to an upcoming literature review on SEC Form 4 trading signals.
Nine Pounds of Ore for an Ounce of Gold
Reading the daily financial news is like mining gold
A Day Is Now What a Decade Used to Be
How AI is compressing market efficiency, and what it does to the sentiment signal
Sentiment is not one signal
What we found when we asked Claude to decompose financial news into three information types and tested it across nine sectors
How to Break a Financial Sentiment Model Without Changing What It Means
A review of Turetken & Leippold (Journal of Banking and Finance, 2026)