--- license: mit tags: - finance - stock-market - indian-market - nse - nifty - time-series - transformer - investment datasets: - xxparthparekhxx/indian-stock-market-minute-data pipeline_tag: tabular-classification --- # 🇮🇳 Indian Stock Market Analyzer **Multi-task Transformer for Indian stock market analysis and real-time investment decisions.** ## Architecture - Transformer encoder (4 layers, 8 heads, d=128) with causal attention - Wavelet-denoised OHLCV + 14 technical indicators (RSI, MACD, Bollinger, ATR, etc.) - Multi-task: direction (BUY/HOLD/SELL) + 5-day return + confidence calibration - Based on: TIPS, MASTER, xLSTM-TS research papers ## Performance | Metric | Value | |--------|-------| | Direction Accuracy | 41.98% | | F1 Score (macro) | 41.62% | | Return IC | 0.3582 | | Strategy Sharpe | 2.193 | | Annualized Return | 114.48% | ## Stocks: Top 50 NSE stocks IDEA, TATASTEEL, YESBANK, ETERNAL, PCJEWELLER, ADANIPOWER, PRIVISCL, EASEMYTRIP, SUZLON, IRFC, RELIANCE, NMDC, IREDA, ASHOKLEY, IDFCFIRSTB... ## Usage ```python import torch, json config = json.load(open('config.json')) # Load StockTransformerAnalyzer model model.load_state_dict(torch.load('model.pt')) # Input: (batch, 30 days, 14 features) → Output: BUY/HOLD/SELL + return + confidence ``` ## ⚠️ Disclaimer For research/education only. NOT financial advice. Consult a financial advisor.