What is the best AI for designing an investment strategy? I put 3 AIs head to head in this challenge: Grok, ChatGPT and Manus.
I gave them all the same prompt - design a factor model for a lower-risk smallcap value strategy. Give me the individual factors and weights.
I then programmed this into my investment platform https://www.portfolio123.com in minutes. The backtest covered 25 years.
By looking at how the AIs designed the factor models, I thought I knew the winner. I was wrong!