Skip to content

jialuechen/llmbroker

Repository files navigation

llmbroker

LLM-Based Quantitative Trading Python Library

LLMBroker builds a Numpy-based backtesting engine and employs walk forward optimization to backtest trading strategies. It comes with a factor analysis engine accelerated by GPU and a market prediction module utilizing LLM “YOLO” framework from Hugging Face to build and cache trading indicators to facilitate strategy development. The built-in LLM can automate the detection of patterns in real stock market data and provides insights for informed decision-making in self-defined strategies.

Dependency

  • ultralytics
  • ultralyticsplus
  • CuPy

Installation

pip install --upgrade llmbroker

License

LLMBroker is distributed under Apache-2.0 license.