Institute of Advanced Investment ManagementAI agents
Testing an AI-Assisted Research Workflow for Multi-Asset Pullback Strategy Discovery
Read more →: Testing an AI-Assisted Research Workflow for Multi-Asset Pullback Strategy DiscoveryThis study builds a short-term mean-reversion strategy across six liquid ETFs spanning equities, fixed income, currencies, gold, and commodities (2006–2025), using a 200-day trend filter and a multi-day pullback trigger. Beyond the strategy itself — which delivers strong risk-adjusted returns while invested only ~21% of the time — the paper tests ChatGPT and Claude as…
Guardrails Make the Researcher: What an AI Agent Got Right (And Wrong) Replicating Nine Equity Anomalies
Read more →: Guardrails Make the Researcher: What an AI Agent Got Right (And Wrong) Replicating Nine Equity AnomaliesAn autonomous AI research agent was tasked with replicating nine published U.S. equity anomalies on clean, survivorship-free data. On a faithful build, none survive out-of-sample — and the lone apparent survivor turned out to be the agent’s own construction error. The real lesson is that an AI researcher is only as trustworthy as the guardrails…