yymYYM/stock_trading_QA
Viewer • Updated • 7.17k • 121 • 28
How to use iamleonie/leonies-test with sentence-transformers:
from sentence_transformers import SentenceTransformer
model = SentenceTransformer("iamleonie/leonies-test")
sentences = [
"How are retail sales data integrated into trading models?",
"Lagged variables represent historical values of a time series variable and are used in forecasting models to capture the impact of past observations on future market trends, enhancing the accuracy of predictions by incorporating relevant historical information.",
"Retail sales data reflect consumer spending patterns and overall economic activity. Traders analyze this indicator to gauge consumer confidence, sectoral performance, and potential market trends related to retail-focused stocks.",
"Regulatory approval for a new drug can have a positive impact on a pharmaceutical company's stock price as it opens up new revenue streams and market opportunities."
]
embeddings = model.encode(sentences)
similarities = model.similarity(embeddings, embeddings)
print(similarities.shape)
# [4, 4]This is a sentence-transformers model finetuned from BAAI/bge-base-en-v1.5 on the stock_trading_qa dataset. It maps sentences & paragraphs to a 768-dimensional dense vector space and can be used for semantic textual similarity, semantic search, paraphrase mining, text classification, clustering, and more.
SentenceTransformer(
(0): Transformer({'max_seq_length': 512, 'do_lower_case': True}) with Transformer model: BertModel
(1): Pooling({'word_embedding_dimension': 768, 'pooling_mode_cls_token': True, 'pooling_mode_mean_tokens': False, 'pooling_mode_max_tokens': False, 'pooling_mode_mean_sqrt_len_tokens': False, 'pooling_mode_weightedmean_tokens': False, 'pooling_mode_lasttoken': False, 'include_prompt': True})
(2): Normalize()
)
First install the Sentence Transformers library:
pip install -U sentence-transformers
Then you can load this model and run inference.
from sentence_transformers import SentenceTransformer
# Download from the 🤗 Hub
model = SentenceTransformer("iamleonie/leonies-test")
# Run inference
sentences = [
'What role does back-testing play in refining event-driven trading strategies using historical data and real-time analysis?',
'Back-testing allows traders to evaluate the performance of event-driven trading strategies using historical data, identify patterns, optimize parameters, and refine strategies for real-time implementation.',
'Risk management techniques such as position sizing, portfolio diversification, and stop-loss orders are often used in quantitative momentum strategies to manage downside risk and protect against large losses.',
]
embeddings = model.encode(sentences)
print(embeddings.shape)
# [3, 768]
# Get the similarity scores for the embeddings
similarities = model.similarity(embeddings, embeddings)
print(similarities.shape)
# [3, 3]
InformationRetrievalEvaluator| Metric | Value |
|---|---|
| cosine_accuracy@3 | 0.675 |
| cosine_precision@3 | 0.225 |
| cosine_recall@3 | 0.675 |
| cosine_ndcg@3 | 0.5838 |
| cosine_mrr@3 | 0.5523 |
| cosine_map@3 | 0.5523 |
anchor and context| anchor | context | |
|---|---|---|
| type | string | string |
| details |
|
|
| anchor | context |
|---|---|
How should I approach investing in a volatile stock market? |
Diversify your portfolio, invest in stable companies, consider dollar-cost averaging, and stay informed about market trends to make informed trading decisions. |
What is the role of cross-validation in assessing the performance of time series forecasting models for stock market trends? |
Cross-validation helps evaluate the generalization ability of forecasting models by partitioning historical data into training and validation sets, ensuring that the model's performance is robust and reliable for future predictions. |
What role does correlation play in statistical arbitrage and pair trading? |
Correlation measures the relationship between asset prices and helps traders identify pairs that exhibit a stable price relationship suitable for pair trading. |
MultipleNegativesRankingLoss with these parameters:{
"scale": 20.0,
"similarity_fct": "cos_sim"
}
anchor and context| anchor | context | |
|---|---|---|
| type | string | string |
| details |
|
|
| anchor | context |
|---|---|
How can anomaly detection in stock prices be used to identify market inefficiencies and opportunities for arbitrage? |
Anomaly detection can help identify market inefficiencies by spotting mispricings and opportunities for arbitrage, where traders can exploit price differentials to make profits by trading on anomalies. |
How do traders interpret the Head and Shoulders pattern as a trading signal? |
The Head and Shoulders pattern is a reversal pattern with three peaks, where the middle peak (head) is higher than the other two (shoulders), signaling a potential trend reversal and offering a bearish trading signal. |
How do traders use Fibonacci levels as trading signals? |
Fibonacci levels are used as trading signals to identify potential support and resistance levels, trend reversals, and price targets in financial markets. |
MultipleNegativesRankingLoss with these parameters:{
"scale": 20.0,
"similarity_fct": "cos_sim"
}
eval_strategy: stepsper_device_train_batch_size: 16per_device_eval_batch_size: 16gradient_accumulation_steps: 16learning_rate: 2e-05num_train_epochs: 4lr_scheduler_type: cosinewarmup_ratio: 0.1fp16: Trueoptim: adamw_8bitbatch_sampler: no_duplicatesoverwrite_output_dir: Falsedo_predict: Falseeval_strategy: stepsprediction_loss_only: Trueper_device_train_batch_size: 16per_device_eval_batch_size: 16per_gpu_train_batch_size: Noneper_gpu_eval_batch_size: Nonegradient_accumulation_steps: 16eval_accumulation_steps: Nonetorch_empty_cache_steps: Nonelearning_rate: 2e-05weight_decay: 0.0adam_beta1: 0.9adam_beta2: 0.999adam_epsilon: 1e-08max_grad_norm: 1.0num_train_epochs: 4max_steps: -1lr_scheduler_type: cosinelr_scheduler_kwargs: {}warmup_ratio: 0.1warmup_steps: 0log_level: passivelog_level_replica: warninglog_on_each_node: Truelogging_nan_inf_filter: Truesave_safetensors: Truesave_on_each_node: Falsesave_only_model: Falserestore_callback_states_from_checkpoint: Falseno_cuda: Falseuse_cpu: Falseuse_mps_device: Falseseed: 42data_seed: Nonejit_mode_eval: Falseuse_ipex: Falsebf16: Falsefp16: Truefp16_opt_level: O1half_precision_backend: autobf16_full_eval: Falsefp16_full_eval: Falsetf32: Nonelocal_rank: 0ddp_backend: Nonetpu_num_cores: Nonetpu_metrics_debug: Falsedebug: []dataloader_drop_last: Falsedataloader_num_workers: 0dataloader_prefetch_factor: Nonepast_index: -1disable_tqdm: Falseremove_unused_columns: Truelabel_names: Noneload_best_model_at_end: Falseignore_data_skip: Falsefsdp: []fsdp_min_num_params: 0fsdp_config: {'min_num_params': 0, 'xla': False, 'xla_fsdp_v2': False, 'xla_fsdp_grad_ckpt': False}fsdp_transformer_layer_cls_to_wrap: Noneaccelerator_config: {'split_batches': False, 'dispatch_batches': None, 'even_batches': True, 'use_seedable_sampler': True, 'non_blocking': False, 'gradient_accumulation_kwargs': None}deepspeed: Nonelabel_smoothing_factor: 0.0optim: adamw_8bitoptim_args: Noneadafactor: Falsegroup_by_length: Falselength_column_name: lengthddp_find_unused_parameters: Noneddp_bucket_cap_mb: Noneddp_broadcast_buffers: Falsedataloader_pin_memory: Truedataloader_persistent_workers: Falseskip_memory_metrics: Trueuse_legacy_prediction_loop: Falsepush_to_hub: Falseresume_from_checkpoint: Nonehub_model_id: Nonehub_strategy: every_savehub_private_repo: Nonehub_always_push: Falsegradient_checkpointing: Falsegradient_checkpointing_kwargs: Noneinclude_inputs_for_metrics: Falseinclude_for_metrics: []eval_do_concat_batches: Truefp16_backend: autopush_to_hub_model_id: Nonepush_to_hub_organization: Nonemp_parameters: auto_find_batch_size: Falsefull_determinism: Falsetorchdynamo: Noneray_scope: lastddp_timeout: 1800torch_compile: Falsetorch_compile_backend: Nonetorch_compile_mode: Noneinclude_tokens_per_second: Falseinclude_num_input_tokens_seen: Falseneftune_noise_alpha: Noneoptim_target_modules: Nonebatch_eval_metrics: Falseeval_on_start: Falseuse_liger_kernel: Falseeval_use_gather_object: Falseaverage_tokens_across_devices: Falseprompts: Nonebatch_sampler: no_duplicatesmulti_dataset_batch_sampler: proportional| Epoch | Step | Training Loss | Validation Loss | cosine_ndcg@3 |
|---|---|---|---|---|
| -1 | -1 | - | - | 0.4451 |
| 0.3970 | 10 | 5.7817 | 0.0765 | 0.5278 |
| 0.7940 | 20 | 1.295 | 0.0251 | 0.5608 |
| 1.1588 | 30 | 0.6208 | 0.0209 | 0.5771 |
| 1.5558 | 40 | 0.5701 | 0.0183 | 0.5789 |
| 1.9529 | 50 | 0.4546 | 0.0171 | 0.5882 |
| 2.3176 | 60 | 0.2861 | 0.0160 | 0.5839 |
| 2.7146 | 70 | 0.3315 | 0.0154 | 0.5818 |
| 3.0794 | 80 | 0.3179 | 0.0152 | 0.5852 |
| 3.4764 | 90 | 0.367 | 0.0150 | 0.5843 |
| 3.8734 | 100 | 0.354 | 0.0150 | 0.5838 |
@inproceedings{reimers-2019-sentence-bert,
title = "Sentence-BERT: Sentence Embeddings using Siamese BERT-Networks",
author = "Reimers, Nils and Gurevych, Iryna",
booktitle = "Proceedings of the 2019 Conference on Empirical Methods in Natural Language Processing",
month = "11",
year = "2019",
publisher = "Association for Computational Linguistics",
url = "https://arxiv.org/abs/1908.10084",
}
@misc{henderson2017efficient,
title={Efficient Natural Language Response Suggestion for Smart Reply},
author={Matthew Henderson and Rami Al-Rfou and Brian Strope and Yun-hsuan Sung and Laszlo Lukacs and Ruiqi Guo and Sanjiv Kumar and Balint Miklos and Ray Kurzweil},
year={2017},
eprint={1705.00652},
archivePrefix={arXiv},
primaryClass={cs.CL}
}
Base model
BAAI/bge-base-en-v1.5