ONNX Model Zoo

jcl347/putstrike

By jcl347 · ↓ 0 · ♥ 0 · Updated 2026-03-18

What's in this repo

This page lists the files in jcl347/putstrike, including itransformer.onnx, AAPL.onnx, ABBV.onnx and more.

  • 90 ONNX models (.onnx files)
  • 95 files, including 90 .onnx, 2 .json, 1 .md, 1 .png
  • Last updated 2026-03-18

ONNX files

File Size Download
itransformer.onnx — Download
per_stock/AAPL.onnx — Download
per_stock/ABBV.onnx — Download
per_stock/ABNB.onnx — Download
per_stock/ABT.onnx — Download
per_stock/ADBE.onnx — Download
per_stock/AMAT.onnx — Download
per_stock/AMD.onnx — Download
per_stock/AMGN.onnx — Download
per_stock/AMZN.onnx — Download

Showing 10 of 90 .onnx files — see the full file list on the right.

How to use

These ONNX files can be loaded with ONNX Runtime. To inspect a model graph, upload the file to the Netron viewer. Download links point to the original files on Hugging Face.

README

PutStrike iTransformer — Per-Stock Forecasting Models

iTransformer (ICLR 2024) — individual models trained per stock for 60-day price forecasting.

Per-Stock Models

{len(per_stock_metrics)} individual per-stock models, each under per_stock/{SYMBOL}.onnx.

  • Architecture: iTransformer with RevIN (533,141 parameters each)
  • Input: 60 days x 135 features (OHLCV technicals + macro + relative strength)
  • Output: 60-day forward return forecast
  • Training: Walk-forward validation (70/15/15), HuberLoss(delta=0.02)
  • Average 7-day directional accuracy: 51.3%
  • Average 30-day directional accuracy: 56.0%

v11.0 Features (172 total — includes gamma squeeze + sentiment + stock-specific drivers + tail risk + style rotation)

  • 83 original: OHLCV technicals, momentum, volume, volatility, statistics, calendar, macro
  • 4 relative strength: stock vs SPY returns (5/20/60d), SPY correlation
  • 3 cross-asset: VIX correlation, rolling beta, volume-price correlation
  • 4 advanced volume: MFI, A/D line, VWAP deviation, Force Index
  • 5 price structure: range position, ATR ratio, consecutive days, candle body
  • 5 statistical regime: Hurst exponent, Parkinson/GK volatility, consistency, tail ratio
  • 4 intermarket: SPY momentum, gold/oil ratio, DXY-VIX interaction
  • 3 sector ETF: stock vs sector ETF returns (5/20d), sector correlation
  • 4 credit market: HYG/TLT returns, credit spread proxy, HYG-SPY divergence
  • 1 VIX term structure: VIX9D/VIX short-term fear ratio
  • 2 industry commodity: per-stock commodity correlation and return
  • 2 intermarket extended: copper/gold ratio change, BTC sentiment
  • 6 gamma squeeze proxies: volume acceleration, price-volume momentum, range expansion, gap acceleration, squeeze breakout signal, volume-price impact
  • 4 market breadth & rotation: tech rotation (QQQ-SPY), small cap rotation (IWM-SPY), semiconductor momentum (SOX), biotech momentum (XBI)
  • 4 sentiment proxies: realized/implied vol ratio, VIX-SPY short corr, credit momentum 10d, fear composite
  • 4 stock-specific drivers: per-company primary/secondary driving asset returns & correlations (90 unique driver mappings across SOX, IGV, HACK, KRE, ITA, XOP, IBB, XHB, XRT, LIT, etc.)
  • 2 FRED extended: St. Louis Fed Financial Stress Index, 10Y-3M yield spread
  • 2 FRED rates: Federal Funds Rate level and 20d change (monetary policy stance)
  • 2 FRED FX: JPY/USD 20d change and z-score (carry trade unwinding proxy)
  • 2 tail risk: CBOE SKEW level and 20d z-score (options tail risk pricing)
  • 1 value/growth rotation: IWF vs IWD 20d return spread
  • 1 risk appetite: XLY vs XLP 20d return spread (consumer discretionary vs staples)

Usage

import onnxruntime as ort
import numpy as np

# Load per-stock model
session = ort.InferenceSession("per_stock/AAPL.onnx")

# features shape: (1, 60, 135)
output = session.run(None, {"features": features})[0]
# output shape: (1, 60) — predicted returns

Disclaimer

This model is for research and educational purposes only. Not financial advice.

Model info

onnx time-series finance itransformer stock-prediction license:mit region:us
↓ 0 ♥ 0

Created: 2026-03-10

Updated: 2026-03-18

View on Hugging Face

Files (95)

.gitattributes
README.md
itransformer.onnx ONNX
model_config.json
per_stock/AAPL.onnx ONNX
per_stock/ABBV.onnx ONNX
per_stock/ABNB.onnx ONNX
per_stock/ABT.onnx ONNX
per_stock/ADBE.onnx ONNX
per_stock/AMAT.onnx ONNX
per_stock/AMD.onnx ONNX
per_stock/AMGN.onnx ONNX
per_stock/AMZN.onnx ONNX
per_stock/AVGO.onnx ONNX
per_stock/AXP.onnx ONNX
per_stock/BA.onnx ONNX
per_stock/BAC.onnx ONNX
per_stock/BLK.onnx ONNX
per_stock/BMY.onnx ONNX
per_stock/C.onnx ONNX
per_stock/CAT.onnx ONNX
per_stock/CDNS.onnx ONNX
per_stock/COIN.onnx ONNX
per_stock/COP.onnx ONNX
per_stock/COST.onnx ONNX
per_stock/CRM.onnx ONNX
per_stock/CRWD.onnx ONNX
per_stock/CSCO.onnx ONNX
per_stock/CVX.onnx ONNX
per_stock/DE.onnx ONNX
per_stock/DHR.onnx ONNX
per_stock/DIA.onnx ONNX
per_stock/DIS.onnx ONNX
per_stock/EOG.onnx ONNX
per_stock/FTNT.onnx ONNX
per_stock/GE.onnx ONNX
per_stock/GOOGL.onnx ONNX
per_stock/GS.onnx ONNX
per_stock/HD.onnx ONNX
per_stock/HON.onnx ONNX
per_stock/IBM.onnx ONNX
per_stock/INTC.onnx ONNX
per_stock/IWM.onnx ONNX
per_stock/JNJ.onnx ONNX
per_stock/JPM.onnx ONNX
per_stock/KLAC.onnx ONNX
per_stock/KO.onnx ONNX
per_stock/LLY.onnx ONNX
per_stock/LMT.onnx ONNX
per_stock/LOW.onnx ONNX
per_stock/LRCX.onnx ONNX
per_stock/MA.onnx ONNX
per_stock/MCD.onnx ONNX
per_stock/META.onnx ONNX
per_stock/MMM.onnx ONNX
per_stock/MRK.onnx ONNX
per_stock/MS.onnx ONNX
per_stock/MSFT.onnx ONNX
per_stock/MU.onnx ONNX
per_stock/NFLX.onnx ONNX
per_stock/NKE.onnx ONNX
per_stock/NOW.onnx ONNX
per_stock/NVDA.onnx ONNX
per_stock/ORCL.onnx ONNX
per_stock/PANW.onnx ONNX
per_stock/PEP.onnx ONNX
per_stock/PFE.onnx ONNX
per_stock/PG.onnx ONNX
per_stock/PYPL.onnx ONNX
per_stock/QCOM.onnx ONNX
per_stock/QQQ.onnx ONNX
per_stock/RTX.onnx ONNX
per_stock/SBUX.onnx ONNX
per_stock/SCHW.onnx ONNX
per_stock/SLB.onnx ONNX
per_stock/SNPS.onnx ONNX
per_stock/SPY.onnx ONNX
per_stock/TGT.onnx ONNX
per_stock/TMO.onnx ONNX
per_stock/TSLA.onnx ONNX
per_stock/TXN.onnx ONNX
per_stock/UBER.onnx ONNX
per_stock/UNH.onnx ONNX
per_stock/UNP.onnx ONNX
per_stock/V.onnx ONNX
per_stock/WFC.onnx ONNX
per_stock/WMT.onnx ONNX
per_stock/XBI.onnx ONNX
per_stock/XLE.onnx ONNX
per_stock/XLF.onnx ONNX
per_stock/XLK.onnx ONNX
per_stock/XLV.onnx ONNX
per_stock/XOM.onnx ONNX
per_stock/per_stock_config.json
training_results.png

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