Andre Python


2026

By capturing the prevailing sentiment and market mood, textual data has become increasingly vital for forecasting commodity prices, particularly in metal markets. However, the effectiveness of lightweight, finetuned large language models (LLMs) in extracting predictive signals for aluminum prices—and the specific market conditions under which these signals are most informative—remains under-explored. This study generates monthly sentiment scores from English and Chinese news headlines (Reuters, Dow Jones Newswires, and China News Service) and integrates them with traditional tabular data, including base metal indices, exchange rates, inflation rates, and energy prices. We evaluate the predictive performance and economic utility of these models through long-short simulations on the Shanghai Metal Exchange from 2007 to 2024. Our results demonstrate that during periods of high volatility, Long Short-Term Memory (LSTM) models incorporating sentiment data from a finetuned Qwen3 model (Sharpe ratio 1.04) significantly outperform baseline models using tabular data alone (Sharpe ratio 0.23). Subsequent analysis elucidates the nuanced roles of news sources, topics, and event types in aluminum price forecasting
We introduce Simplified Topic Retrieval Exploration and Analysis Module for Chinese language (STREAM-ZH), the first topic modeling package to fully support the Chinese language across a broad range of topic models, evaluation metrics, and preprocessing workflows. Tailored to both simplified and traditional Chinese language, our package extends the STREAM topic modeling framework with a curated collection of preprocessed textual datasets in Chinese from which we assess the performance of classical, neural, and clustering topic models using commonly-used intruder, diversity, and coherence metrics. The results of a benchmark analysis bring evidence that within our framework, topic models may generate coherent and diverse topics from datasets in Chinese language, outperforming those generated by topic models using English-translated textual input. Our framework facilitates multilingual accessibility and research in topic modeling applied to Chinese textual data. The code is available at the following link: https://github.com/AnFreTh/STREAM