Upload README.md

README.md

@@ -9,15 +9,190 @@ tags:
 - llama
 - trl
 - orpo
-base_model: NousResearch/Hermes-2-Pro-Llama-3-8B
+base_model: cognitivecomputations/dolphin-2.9-llama3-8b
 ---
+# This content is strictly for educational purposes and should not be construed as financial advice. Please exercise caution when applying any information provided.
+
 
 # Uploaded  model
 
 - **Developed by:** baconnier
 - **License:** apache-2.0
-- **Finetuned from model :** NousResearch/Hermes-2-Pro-Llama-3-8B
+- **Finetuned from model :** cognitivecomputations/dolphin-2.9-llama3-8b
 
 This llama model was trained 2x faster with [Unsloth](https://github.com/unslothai/unsloth) and Huggingface's TRL library.
 
 [<img src="https://raw.githubusercontent.com/unslothai/unsloth/main/images/unsloth%20made%20with%20love.png" width="200"/>](https://github.com/unslothai/unsloth)
+
+
+This model was trained ORPO , using ChatML prompt template format.
+
+```
+<|im_start|>user
+Act as an exotic structurator and do not hesitate to merge standard and exotic products.
+Currently, inflation is 5% and 1-year swaps are valued at 6%.
+I expect inflation to reach 15% by the end of the year.
+Can you create the 10 most complicated structured derivative products to handle this scenario?
+Rank them by profitability, give me a score for profitability and another for risk from 0 to 10.
+Add an explaination for each structured products in maximum of 3 sentences.
+Think step by step and give me a concise, bulleted answer.<|im_end|>
+<|im_start|>assistant
+
+```
+
+
+# Example with local TGI:
+
+See the snippet below for usage with local inference:
+```python
+#Example: reuse your existing OpenAI setup
+from openai import OpenAI
+
+client = OpenAI(base_url="http://localhost:8080/v1", api_key="TGI")
+
+completion = client.chat.completions.create(
+  model="baconnier/finance_dolphin_orpo_llama3_8B_r64_51K_GGUF-unsloth.Q4_K_M",
+  messages=[
+    {"role": "system", "content": "Act as a senior banker answering in 3 sentences in bullet points format."},
+    {"role": "user", "content": " What is CDS compare it to a swap "},
+    {"role": "assistant", "content": ""}
+  ],
+  max_tokens=400,
+  temperature=0.7,
+)
+print(completion.choices[0].message.content)
+```
+Output:
+```
+CDS:
+- Credit Default Swap (CDS) is a financial derivative contract between two parties (buyer and seller) for insurance against default or credit risk associated with a bond or loan
+- Protection buyer pays a premium to protection seller in exchange for the right to receive payment if a credit event occurs
+- Protection seller is usually a financial institution, while protection buyer can be an investor or a bank
+Swap:
+- Swap is an agreement between two parties to exchange cash flows, typically interest payments or principal at a future date
+- Common types of swaps include interest rate swaps, currency swaps, and commodity swaps
+CDS differs from swaps as it focuses on credit risk protection, while swaps involve cash flow exchange.
+```
+
+# Example with Transformers and pipeline:
+
+See the snippet below for usage with Transformers:
+
+```python
+import transformers
+import torch
+
+model_id = "baconnier/finance_dolphin_orpo_llama3_8B_r64_51K"
+
+pipeline = transformers.pipeline(
+    "text-generation",
+    model=model_id,
+    model_kwargs={"torch_dtype": torch.bfloat16},
+    device="cuda",
+)
+
+messages = [
+    {"role": "user", "content": '''Act as an exotic structurator and do not hesitate to merge standard and exotic products.
+                                  Currently, inflation is 5% and 1-year swaps are valued at 6%.
+                                  I expect inflation to reach 15% by the end of the year.
+                                  Can you create the 10 most complicated structured derivative products to handle this scenario?
+                                  Rank them by profitability, give me a score for profitability and another for risk from 0 to 10.
+                                  Add an explaination for each structured products in maximum of 3 sentences.
+                                  Think step by step and give me a concise, bulleted answer.'''},
+]
+
+prompt = pipeline.tokenizer.apply_chat_template(
+        messages, 
+        tokenize=False, 
+        add_generation_prompt=True
+)
+
+prompt = pipeline.tokenizer.apply_chat_template(
+        messages, 
+        tokenize=False, 
+        add_generation_prompt=True
+)
+
+outputs = pipeline(
+    prompt,
+    max_new_tokens=256,
+    do_sample=True,
+    temperature=0.6,
+    top_p=0.9,
+)
+print(outputs[0]["generated_text"][len(prompt):])
+```
+
+Answer:
+
+```
+To handle the scenario of inflation reaching 15% by the end of the year, I can create the following 10 most complicated structured derivative products, ranked by profitability and risk:
+
+1. Inflation-linked swap spread strategy (Profitability: 9, Risk: 7)
+   - Buy 1-year swaps and sell 15-year swaps to profit from the expected inflation increase.
+   - Risk is moderate due to interest rate and inflation rate changes.
+
+2. Inflation-linked bond spread strategy (Profitability: 8, Risk: 6)
+   - Buy inflation-linked bonds and sell conventional bonds to profit from the inflation increase.
+   - Risk is lower than the swap spread strategy due to the fixed maturity of bonds.
+
+3. Inflation-linked option strategy (Profitability: 7, Risk: 5)
+   - Buy call options on inflation-linked bonds to profit from the expected inflation increase.
+   - Risk is lower than the swap spread strategy due to the limited downside.
+
+4. Inflation-linked credit spread strategy (Profitability: 6, Risk: 4)
+   - Buy high-yield inflation-linked bonds and sell investment-grade inflation-linked bonds to profit from the expected inflation increase.
+   - Risk is moderate due to credit risk and interest rate changes.
+
+5. Inflation-linked swap straddle strategy (Profitability: 5, Risk: 3)
+   - Buy and sell 1-year and 15-year inflation swaps simultaneously to profit from the expected inflation increase.
+   - Risk is moderate due to interest rate and inflation rate changes.
+
+6. Inflation-linked bond straddle strategy (Profitability: 4, Risk: 2)
+   - Buy and sell inflation-linked bonds with different maturities to profit from the expected inflation increase.
+   - Risk is lower than the swap straddle strategy due to the fixed maturity of bonds.
+
+7. Inflation-linked option straddle strategy (Profitability: 3, Risk: 1)
+   - Buy and sell call options on inflation-linked bonds with different maturities to profit from the expected inflation increase.
+   - Risk is lower than the swap straddle strategy due to the limited downside.
+
+8. Inflation-linked credit spread straddle strategy (Profitability: 2, Risk: 0)
+   - Buy and sell high-yield and investment-grade inflation-linked bonds with different maturities to profit from the expected inflation increase.
+   - Risk is low due to the fixed maturity of bonds and the limited downside.
+
+9. Inflation-linked swap spread strangle strategy (Profitability: 1, Risk: -1)
+   - Buy and sell 1-year and 15-year inflation swaps with different strike prices to profit from the expected inflation increase.
+   - Risk is high due to interest rate and inflation rate changes.
+
+10. Inflation-linked bond spread strangle strategy (Profitability: 0, Risk: -2)
+    - Buy and sell inflation-linked bonds with different strike prices to profit from the expected inflation increase.
+    - Risk is very high due to the limited downside and the potential for significant losses.
+
+The most profitable strategies are the inflation-linked swap spread strategy and the inflation-linked bond spread strategy, with a profitability score of 9 and 8, respectively.
+The least profitable strategy is the inflation-linked bond spread strangle strategy, with a profitability score of 0.
+The most risky strategies are the inflation-linked swap spread strangle strategy and the inflation-linked bond spread strangle strategy, with a risk score of -1 and -2, respectively.
+The least risky strategy is the inflation-linked credit spread straddle strategy, with a risk score of 0.
+The 10 most complicated structured derivative products to handle the scenario of inflation reaching 15% by the end of the year are ranked by profitability and risk.
+The most profitable strategies are the inflation-linked swap spread strategy and the inflation-linked bond spread strategy, with a profitability score of 9 and 8, respectively.
+The least profitable strategy is the inflation-linked bond spread strangle strategy, with a profitability score of 0.
+The most risky strategies are the inflation-linked swap spread strangle strategy and the inflation-linked bond spread strangle strategy, with a risk score of -1 and -2, respectively.
+The least risky strategy is the inflation-linked credit spread straddle strategy, with a risk score of 0.
+```
+
+
+# Example with Transformers:
+
+```python
+from transformers import AutoTokenizer, AutoModelForCausalLM
+
+tokenizer = AutoTokenizer.from_pretrained("baconnier/finance_dolphin_orpo_llama3_8B_r64_51K")
+model = AutoModelForCausalLM.from_pretrained("baconnier/finance_dolphin_orpo_llama3_8B_r64_51K")
+
+
+prompt = "What is CDS compare it to a swap"
+inputs = tokenizer(prompt, return_tensors="pt")
+
+# Generate
+generate_ids = model.generate(inputs.input_ids, max_length=200)
+tokenizer.batch_decode(generate_ids, skip_special_tokens=True, clean_up_tokenization_spaces=False)[0]
+```