iAmGiG/gex-llm-patterns
LLM structural reasoning validation via gamma exposure analysis in options markets. Papers 1 & 2 complete. Digital Finance (Springer) submission in progress.
GitHub repository with 35 stars and 8 forks.
Language: Python
Topics: academic-research, dealer-hedging, finance, financial-markets, gamma-exposure, gpt-4o-mini, gpt-o3, llm, machine-learning, market-microstructure