A backtest covering more than a decade of US equities found that STOXX's Narrative Momentum strategy, backed by artificial intelligence (AI), delivered stronger returns than a comparable price momentum approach.
Index providers Stoxx and ISS Stoxx have published research suggesting that agentic in telligence could help transform qualitative market narratives into systematic investment signals. The paper wa s authored by Gopal Erinjippurath In their whitepaper, From Narrative to Signal: Agentic AI for Systematic Indexing , the firms introduce Narrative Momentum, a signal designed to measure the degree of positivity or negativity in publicly availab