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+ ---
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+ tags:
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+ - time-series
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+ - finance
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+ - itransformer
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+ - onnx
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+ - stock-prediction
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+ license: mit
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+ ---
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+
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+ # PutStrike iTransformer — Universal Stock Forecasting Model
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+
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+ **iTransformer** (ICLR 2024) trained on 90 stocks for 60-day price forecasting.
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+
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+ ## Model Details
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+
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+ - **Architecture**: iTransformer with RevIN (427,641 parameters)
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+ - **Input**: 60 days × 83 features (OHLCV technicals + macro)
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+ - **Output**: 60-day forward return forecast
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+ - **Training**: 208,881 samples, walk-forward validation (70/15/15)
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+ - **Loss**: HuberLoss(delta=0.02)
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+
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+ ## Test Metrics
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+
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+ | Horizon | Directional Accuracy |
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+ |---------|---------------------|
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+ | 7-day | 59.7% |
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+ | 14-day | 62.5% |
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+ | 30-day | 68.9% |
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+ | 60-day | 71.1% |
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+
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+ ## Usage
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+ ```python
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+ import onnxruntime as ort
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+ import numpy as np
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+
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+ session = ort.InferenceSession("itransformer.onnx")
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+ # features shape: (1, 60, 83)
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+ output = session.run(None, {"features": features})[0]
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+ # output shape: (1, 60) — predicted returns
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+ ```
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+
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+ ## Disclaimer
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+
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+ This model is for research and educational purposes only. Not financial advice.