FinSight
Earnings Intelligence
End-to-end ML · Walk-forward validated · Live demo available

FinSight

An end-to-end machine learning pipeline extracting alpha signals from S&P 500 earnings call transcripts using FinBERT, RAG, and gradient-boosted models.

System Pipeline

Stage 1
Data Ingestion
14,584 transcripts · yfinance
Stage 2
NLP Pipeline
FinBERT + RAG · 34 features
Stage 3
ML Models
XGBoost · LightGBM · LSTM
Stage 4
Backtesting
Long-short · 10bps TC
Stage 5
Sector Analysis
Energy IC = 0.31
Transcript Coverage
Earnings calls by year
Sentiment Trend
Management vs Q&A net sentiment
Model IC Comparison
Mean IC across walk-forward folds

Key Findings