Upload README.md with huggingface_hub
Browse files
README.md
CHANGED
|
@@ -16,14 +16,14 @@ license: mit
|
|
| 16 |
|
| 17 |
**{len(per_stock_metrics)} individual per-stock models**, each under `per_stock/{SYMBOL}.onnx`.
|
| 18 |
|
| 19 |
-
- **Architecture**: iTransformer with RevIN (
|
| 20 |
-
- **Input**: 60 days x
|
| 21 |
- **Output**: 60-day forward return forecast
|
| 22 |
- **Training**: Walk-forward validation (70/15/15), HuberLoss(delta=0.02)
|
| 23 |
-
- **Average 7-day directional accuracy**:
|
| 24 |
-
- **Average 30-day directional accuracy**: 56.
|
| 25 |
|
| 26 |
-
##
|
| 27 |
|
| 28 |
- 83 original: OHLCV technicals, momentum, volume, volatility, statistics, calendar, macro
|
| 29 |
- 4 relative strength: stock vs SPY returns (5/20/60d), SPY correlation
|
|
@@ -61,7 +61,7 @@ import numpy as np
|
|
| 61 |
# Load per-stock model
|
| 62 |
session = ort.InferenceSession("per_stock/AAPL.onnx")
|
| 63 |
|
| 64 |
-
# features shape: (1, 60,
|
| 65 |
output = session.run(None, {"features": features})[0]
|
| 66 |
# output shape: (1, 60) — predicted returns
|
| 67 |
```
|
|
|
|
| 16 |
|
| 17 |
**{len(per_stock_metrics)} individual per-stock models**, each under `per_stock/{SYMBOL}.onnx`.
|
| 18 |
|
| 19 |
+
- **Architecture**: iTransformer with RevIN (533,141 parameters each)
|
| 20 |
+
- **Input**: 60 days x 135 features (OHLCV technicals + macro + relative strength)
|
| 21 |
- **Output**: 60-day forward return forecast
|
| 22 |
- **Training**: Walk-forward validation (70/15/15), HuberLoss(delta=0.02)
|
| 23 |
+
- **Average 7-day directional accuracy**: 51.3%
|
| 24 |
+
- **Average 30-day directional accuracy**: 56.0%
|
| 25 |
|
| 26 |
+
## v11.0 Features (172 total — includes gamma squeeze + sentiment + stock-specific drivers + tail risk + style rotation)
|
| 27 |
|
| 28 |
- 83 original: OHLCV technicals, momentum, volume, volatility, statistics, calendar, macro
|
| 29 |
- 4 relative strength: stock vs SPY returns (5/20/60d), SPY correlation
|
|
|
|
| 61 |
# Load per-stock model
|
| 62 |
session = ort.InferenceSession("per_stock/AAPL.onnx")
|
| 63 |
|
| 64 |
+
# features shape: (1, 60, 135)
|
| 65 |
output = session.run(None, {"features": features})[0]
|
| 66 |
# output shape: (1, 60) — predicted returns
|
| 67 |
```
|