Hello everyone! I’m a student developer currently building an open-source quantitative trading agent for the Indian Nifty 500 index. I wanted to share my project architecture with the community and see if anyone has insights on optimizing inference for strict financial data schemas.
The Problem: Most autonomous trading agents rely on rigid, math-only technical indicators or incredibly expensive, tightly rate-limited closed APIs (like OpenAI’s) to provide complex reasoning for market entries, stop-losses, and targets.
The Solution & AMD Integration: To bypass API limitations entirely, I am building a “Teacher-Student” distillation pipeline. I am leveraging the AMD Developer Cloud (Instinct GPUs) and the ROCm stack to completely self-host a massive open-source reasoning model (like Llama-3.3-70B-Instruct). This 70B AMD-powered “Teacher” model autonomously ingests historical OHLCV candlestick data and outputs perfect, hindsight financial rationales strictly formatted in JSON.
By using my AMD instance, I am generating a high-quality Supervised Fine-Tuning (SFT) dataset containing thousands of stock samples with zero rate-limits. Finally, I use that AMD-generated dataset to fine-tune a much smaller, hyper-fast local model (google/gemma-4-4b) using Unsloth.
Open Questions for the Community:
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For those using Ollama or vLLM on ROCm, do you have any tips for maximizing tokens/sec when generating strictly formatted JSON structures?
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Has anyone tried running continuous, multi-hour “batch” inference loops entirely on MI210/MI250 instances?
Looking forward to hearing from you all and sharing my final Github repo when the hackathon resolves!