Market-1T 1 Hz US equity data, Jul 2019-Dec 2020, across the COVID crash. Three layouts of the same 230,025 ticker-days: sparse, dense, day store. fin-ai-lab/Market-1T-1Hz-2019H2-2020-sparse Updated 3 days ago • 461 fin-ai-lab/Market-1T-1Hz-2019H2-2020-dense Updated 3 days ago • 167 fin-ai-lab/Market-1T-1Hz-2019H2-2020-daystore Updated 3 days ago • 136
Frontier to Point-in-Time fin-ai-lab/aux-2015 Text Generation • 4B • Updated Aug 28 • 141 fin-ai-lab/aux-2024 Text Generation • 4B • Updated Aug 28 • 155
TFWM Pre-Trained Encoders The 18 encoders compared in Towards Financial World Modeling, for the evaluation months covered by the released Market-1T data (Jul 2019-Dec 2020). fin-ai-lab/tfwm-supervised-return Feature Extraction • Updated 3 days ago fin-ai-lab/tfwm-supervised-vol Feature Extraction • Updated 3 days ago fin-ai-lab/tfwm-supervised-spread Feature Extraction • Updated 3 days ago fin-ai-lab/tfwm-supervised-multihead Feature Extraction • Updated 3 days ago
Market-1T 1 Hz US equity data, Jul 2019-Dec 2020, across the COVID crash. Three layouts of the same 230,025 ticker-days: sparse, dense, day store. fin-ai-lab/Market-1T-1Hz-2019H2-2020-sparse Updated 3 days ago • 461 fin-ai-lab/Market-1T-1Hz-2019H2-2020-dense Updated 3 days ago • 167 fin-ai-lab/Market-1T-1Hz-2019H2-2020-daystore Updated 3 days ago • 136
TFWM Pre-Trained Encoders The 18 encoders compared in Towards Financial World Modeling, for the evaluation months covered by the released Market-1T data (Jul 2019-Dec 2020). fin-ai-lab/tfwm-supervised-return Feature Extraction • Updated 3 days ago fin-ai-lab/tfwm-supervised-vol Feature Extraction • Updated 3 days ago fin-ai-lab/tfwm-supervised-spread Feature Extraction • Updated 3 days ago fin-ai-lab/tfwm-supervised-multihead Feature Extraction • Updated 3 days ago
Frontier to Point-in-Time fin-ai-lab/aux-2015 Text Generation • 4B • Updated Aug 28 • 141 fin-ai-lab/aux-2024 Text Generation • 4B • Updated Aug 28 • 155
