{"repo":"iAmGiG/gex-llm-patterns","free":true,"listed":false,"github":"https://github.com/iAmGiG/gex-llm-patterns","clone":"git clone https://github.com/iAmGiG/gex-llm-patterns.git","description":"LLM structural reasoning validation via gamma exposure analysis in options markets. Papers 1 & 2 complete. Digital Finance (Springer) submission in progress.","language":"Python","stars":26,"topics":["academic-research","finance","financial-markets","gamma-exposure","llm","machine-learning","market-microstructure","options-data","options-trading","pattern-detection"],"license":"AGPL-3.0","category":"ai-agents","readme_excerpt":"GEX-LLM Pattern Analysis: LLM Structural Reasoning in Financial Markets -Under%20Review-yellow.svg) --- Overview PhD research investigating whether Large Language Models can detect structural constraints in financial markets through genuine reasoning rather than training data memorization. Core Innovation : Temporal obfuscation testing — stripping all dates, ticker symbols, and contextual markers from financial data, forcing LLMs to reason from numerical structure alone. Application Domain : Options dealer gamma exposure (GEX) — the aggregate hedging constraints that market makers face due to their options inventory positions. --- Key Results Single-Day Detection (IEEE BigData 2025) Metric Result -------- -------- Detection Rate 71.5% (obfuscated, unbiased prompts) Predictive Accuracy 90.9% (forward returns) Raw Chain Superiority 92.3% vs 61.5% GEX-assisted (+30.8pp) Test Coverage 242 trading days (SPY, 2024) Finding : LLMs reconstruct dealer positioning from raw strike-level data, outperforming pre-calculated metrics — empirical evidence that scalar GEX aggregation discards structural signal. Multi-Day Regime Detection (AIAI 2026) Metric Result -------- -------- 2024 Detection 81.2% (persistent regimes) 2020 Detection 12.1% (pre-0DTE baseline) Discrimination 69.1pp separation (φ = 0.672, p < 0.0001) False Positives 0% on transitional/low-magnitude controls Coverage 1,412 windows + 809 controls (2020–2025) Finding : Detection tracks 0DTE options adoption — 3.7% (2021) → 100% ","default_branch":null,"files":null,"tree":[],"storefront":"/r/iAmGiG","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/iAmGiG/gex-llm-patterns/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}