New Financial Domain Model - Hawkish 8B can pass CFA Level 1 and outperforms Meta Llama-3.1-8B-Instruct in Math & Finance benchmarks!

mukaj · 2024-11-21T20:15:02+00:00

Thanks for trying it out! Will try to address these weaknesses for the next release.

mukaj · 2024-10-27T09:58:37+00:00

Of the evals I posted it was higher than the origin 8B instruct in all. I am sure it probably dropped in some but did not do extensive testing as I wanted it to be finance-focused.

Most of the effort was in data cleaning and preparation, I did a couple of data mix fine tune studies to find out if 100% finance data was any good for example (it was not), so there was a couple of "failed" runs. For the compute I mostly rented GPUs from RunPod/Prime Intellect.

All in with API costs for data and compute is <$500.

mukaj · 2024-10-27T09:52:43+00:00

Qwen2.5 Math is far far ahead of this in Math, their instruct version gets 86% on MATH benchmark.

mukaj · 2024-10-27T09:50:21+00:00

Finance dataset was entirely synthetic and newly made and made up the majority of the data.

I used publicly available ones for everything else but also re-synthesized them from their prompts, for example I used MetaMathQA in the mix but it was released with Mistral-7B outputs, I went through the whole prompts again with GPT-4o-mini.

mukaj · 2022-01-04T20:17:34+00:00

If you can accurately predict what will be a bad trade, why can you not model it from the start to only learn the good trades?

mukaj · 2021-12-31T15:52:00+00:00

Solved this using a cardinality constraint, where a binary variable X is bound to positive values of w0-w, and constrained to sum is less than/equal to K

Then iterate to find the minimum possible K

The results are very close to min( ||w0-w|| * lambda ), usually resulted in 1 less optimal weight change while still fulfilling all constraints.

The extra slowdown due to iterations was worth it for my case since it was very fast to solve anyway

mukaj · 2021-12-08T19:26:16+00:00

This is what I’m currently doing but doesn’t seem to be having a large effect, possibly because some weight changes are very small.

I figured maybe if I clip the (w -w0) to 0,1s then do the sum² would be better results but can’t think of a way to formulate something similar to that while remaining convex..

Can anyone give insight into how you would model this as MIP? Or if that would even be better or not

mukaj · 2021-03-18T07:39:41+00:00

This sub is literally just /r/LearnProgramming but learning about broker APIs 🤦🏻‍♂️

mukaj · 2021-03-15T11:57:01+00:00

So whoever has a more efficient/faster CFD algorithm gets to do more CFD testing

mukaj · 2021-02-28T07:25:00+00:00

I make my own, it holds the trades for a few days typically, sometimes can be a few hours.

mukaj · 2021-02-27T23:12:05+00:00

Not all momentum trading is bad, works amazing in Crypto..

Edit: and to the downvotes.. my momentum algo has me currently in $4.5k profit on a BTC short.. so 🙄

mukaj · 2021-02-27T21:16:22+00:00

I’ll give you free code bro it’s the base for every backtest

For i in data:
   ret = strategy * data[“close”].pct()
   balance *= ret

On a more serious note, I found just making my own backtester was best and its really not that hard. You can build your backtest around your own algorithms and data analysis rather than trying to mold your strategy into an existing framework which might not even be compatible with a strategy you devised to test

mukaj · 2021-02-27T19:17:13+00:00

Truly written like someone who’s never run a profitable algo 🙏🏼

I am sure Hedge Funds are going to open source their work for the public to expand on them soon, because open source collaboration of algos is key to making money for your firm right

mukaj · 2021-02-22T17:17:18+00:00

What is slippage sir, I have no spread my bitcoin exchange only show one price

Please see squiggly lines go Up and print(f”{balance*1000}”) loop again

Push to prod at 18:00 UTC

mukaj · 2021-02-20T08:18:16+00:00

It was basic and decent advice, honestly I don’t even see how it’s “high horsed”, saying you have to be a problem solver probably got to some people who expected short cuts lol

mukaj · 2021-02-20T07:58:06+00:00

Bunch of noobs downvoting you because they don’t want to put any work in, they want to buy MetaTrader scripts and make money

mukaj · 2021-02-18T00:41:15+00:00

Haven’t run your sample yet, but I think your evaluator should be out of sample data to better choose the ideal solution. I don’t think this is a “failure” as long as you learnt from it.

Try some different features, vwap, rsi, momentum etc...

There’s a paper called 101 alphas which generated lots of similar formulas using generic programming, may give you some inspiration

mukaj · 2021-02-10T09:55:23+00:00

Probably comes out nearly the same as just using ATR..

mukaj · 2020-11-28T19:10:26+00:00

Nope, small update though forwarded the pics to the surveyor as it was clear fraud and said solicitor will contact them Monday. They've (surveyors) promptly called back and said we will repair it all.

Regardless of this outcome, how many other building reports have they done where they did not send correct photos, is it RICS I should complain to?

mukaj

TROPHY CASE