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> Alpha Factors incorporates 108 technical indicators and factors with their expressions, which are believed to possess predictive power regarding stock price m
by flowerthoughts 1y ago
> Alpha Factors incorporates 108 technical indicators and factors with their expressions,
which are believed to possess predictive power regarding stock price movements.
Examples of the indicators are in Figure 15. The ablation studies in Table 4 suggest that market and news information made a much bigger impact than the magic indicators. Makes sense if the indicators are simple enough that the LLM can reproduce them without losing processing power.
I somewhat like that they used DJI and not SPX, but 2023 was a sideways bull year with DJI +12% and SPX +23%. One year is way too short of a study.
> Hardware: NVIDIA A5000 GPU x 4, AMD Ryzen Threadripper PRO 3975WX CPU,
256 GB RAM
Seems approachable.
> The proposed TradExpert framework utilizes a Mixture of Experts (MoE) approach, where four LLMs are specialized in processing distinct sources of financial data. All these LLMs are based on the LLaMA-2-7B Touvron et al. (2023b) model and fine-tuned using the LoRA mechanism Hu et al. (2022)
Relatively small LLM.
Overall, this does seem like an interesting study, even for just comparing data sources.
- blitzar 1y ago> 7B, Relatively small LLM. Possibly too large a model. (Daily) finance data is finite - 7B parameters is potentially order(s) of magnitude more than the training data.
- flowerthoughts 1y agoYes, but these are LLMs where the point is they understand English prompts and information. They aren't just fed market data.