quantfinance
quant-finance-hft-trading-2026
⚡ Quantitative Finance & High-Frequency Trading (HFT) SFT/DPO Suite (2026)
Institutional-grade instruction fine-tuning and preference alignment dataset for training domain-expert Large Language Models in Quantitative Finance, Algorithmic Execution, and Ultra-Low-Latency HFT Systems.
Engineered to the Mandatory Tier-1 Quality Standard: 80–150 lines of dense, production-grade C++20 and Rust per code snippet. Zero stubs, zero toy snippets, zero heap allocations on the critical… See the full description on the dataset page: https://huggingface.co/datasets/beatsprom/quant-finance-hft-trading-2026.quant-finance-dataset
Quantitative Finance Fine-Tuning Dataset
A dataset of 24 Q&A examples designed to fine-tune large language models (LLMs) for quantitative finance.
📂 Categories
Category
Topics
Examples
Volatility Models
SABR (corrected), Bergomi, rBergomi, Heston
5
Derivatives Pricing
Dupire, VIX, Black-Scholes Greeks, CVaR
5
Interest Rates & Credit
HJM, Hull-White, Merton, CDS
4
Numerical Methods
Crank-Nicolson, Monte Carlo, FFT, LSM
5
Quant Strategies
Momentum, Pairs… See the full description on the dataset page: https://huggingface.co/datasets/mo35/quant-finance-dataset.lean-quantfinance
Lean 4 Formalized Quantitative Finance & Game Theory
A domain-specific Lean 4 / Mathlib corpus centered on finance and market
mechanisms: 2,074 theorem records + 887 definitions, extracted from a
formalization pipeline and packaged for theorem-proving research (statement,
proof, tactics, premises, kernel-axiom status).
This is a mechanization of largely standard applied mathematics, not new
finance theory. Its value is breadth in under-formalized areas — market
microstructure… See the full description on the dataset page: https://huggingface.co/datasets/seancollins/lean-quantfinance.