Data-centric FinGPT: Democratizing Internet-scale Data for Financial Large Language Models (2024)

Xiao-Yang Liu^∗, Guoxuan Wang^∗, Hongyang (Bruce) Yang
Department of Electrical Engineering
Columbia University
New York, USA
XL2427@columbia.edu, gwang69@jhu.edu, hy2500@columbia.edu
&Daochen Zha^⋄
Department of Computer Science
Rice University
Houston, USA
daochen.zha@rice.edu

Abstract

Large language models (LLMs) have demonstrated remarkable proficiency in understanding and generating human-like texts, which may potentially revolutionize the finance industry. However, existing LLMs often fall short in the financial field, which is mainly attributed to the disparities between general text data and financial text data.Unfortunately, there is only a limited number of financial text datasets available, and BloombergGPT [1], the first financial LLM (FinLLM), is close-sourced (only the training logs were released). In light of this, we aim to democratize Internet-scale financial data for LLMs, which is an open challenge due to diverse data sources, low signal-to-noise ratio, and high time-validity. To address the challenges, we introduce an open-sourced and data-centric framework, Financial Generative Pre-trained Transformer (FinGPT), that automates the collection and curation of real-time financial data from $\geq 34$ diverse sources on the Internet, providing researchers and practitioners with accessible and transparent resources to develop their FinLLMs. Additionally, we propose a simple yet effective strategy for fine-tuning FinLLM using the inherent feedback from the market, dubbed Reinforcement Learning with Stock Prices (RLSP). We also adopt the Low-rank Adaptation (LoRA, QLoRA) method that enables users to customize their own FinLLMs from general-purpose LLMs at a low cost. Finally, we showcase several FinGPT applications, including robo-advisor, sentiment analysis for algorithmic trading, and low-code development. FinGPT aims to democratize FinLLMs, stimulate innovation, and unlock new opportunities in open finance. The codes have been open-sourced.

^*^*footnotetext: Co-primary author. Guoxuan Wang completed this work as a research assistant at Columbia University.^$\diamond$^$\diamond$footnotetext: Corresponding author.

1 Introduction

Text data drives financial activities, while professionals dedicate a significant amount of time to analyzing reports, news, social media, and alternative data for crucial investment and trading decisions. Leveraging natural language processing (NLP) techniques like sentiment analysis of financial news[2] has become a vital tool for predicting stock prices[3] and crafting effective trading strategies[4].

Recently, large language models (LLMs) like ChatGPT[5] and GPT-4[6] have shown a remarkable ability to comprehend and generate human-like texts. Given their impressive performance, there is a natural impetus to explore financial LLMs (FinLLMs) [7, 8, 9], which may potentially revolutionize the finance industry by facilitating deeper insights into various text data sources such as news and company filings. This, in turn, will empower more accurate investment and trading decisions. However, directly applying general-purpose LLMs to finance may lead to unsatisfactory or even conflicting results. For instance, a layoff, typically seen as a negative sentiment by the public, can be viewed positively by investors. Such a gap is mainly caused by the discrepancy between general data and financial data, as LLMs are trained to memorize or imitate the characteristics of the training data.

Unfortunately, despite the abundance of general text datasets[10, 11, 12, 13, 14, 15], there is only a limited number of text datasets available in the finance domain[16, 17], which significantly hampers the progress of FinLLMs. In an effort to bridge this gap, the first FinLLM, BloombergGPT[1], demonstrated notable performance on several financial benchmark tasks. Its improvements over general-purpose LLMs were largely attributed to Bloomberg’s privileged access to high-quality financial data. However, concerns about the leakage of Bloomberg’s data have led to the decision of neither open-sourcing the trained model and APIs nor its training dataset, despite Bloomberg having spent substantial efforts to share insights and experiences in training FinLLMs [1]. This limitation poses a challenge for the public, as it hinders their ability to reproduce the results, conduct research, or contribute to the advancement of FinLLMs.

Moreover, training BloombergGPT [1] is costly, demanding about $0.65$ million GPU hours, equating to an approximate expenditure of $2.67$ million US dollars, considering the AWS price of approximately $\$4.10$ per GPU hour for A100 GPUs (detailed calculation provided in AppendixLABEL:sec:D). Such a training-from-scratch (on a mixed dataset of general data and financial data [1]) approach is inefficient for FinLLMs, which possesses inherent time sensitivity and temporal volatility. Influencing factors such as economic evolution, international incidents, and technological advancements can rapidly change over time. Consequently, there is a continuous need to frequently update these models to remain relevant in the face of a perpetually fluctuating market. In view of these considerations, we pose the following question: Can we facilitate the democratization of financial data access and enable the efficient adaptation of FinLLMs to the evolving market landscape?

Achieving this goal is non-trivial due to several challenges. First, the extraction of real-time financial data from diverse sources demands substantial efforts because of the unique requirements of different data sources, often demanding specialized data pipelines for data collection. Second, financial data typically displays a low signal-to-noise ratio (SNR), suggesting that the usable information is minimal. This necessitates the design and implementation of data curation strategies to ensure data quality. Finally, financial data is profoundly time-sensitive as the market undergoes frequent and dynamic evolution. Efficiently fine-tuning LLMs with frequently updated data presents an additional challenge.

In this paper, we introduce an open-sourced and data-centric framework supported by the AI4finance Foundation, Financial Generative Pre-trained Transformer (FinGPT), that automates the collection and curation of real-time financial data while also enabling seamless lightweight adaptation for general-purpose LLMs. Building upon our prior research and engineering endeavors in the dynamic financial environment[18, 2] and data-centric AI[19, 20, 21], FinGPT places utmost importance on data sources and data quality, striving to power FinLLMs through achieving data excellence[22, 23].

Through the development of the FinGPT framework, our contributions are manifold and significant as outlined below:

•
Data Curation Pipeline: We have conceptualized and operationalized a real-time, automatic data curation pipeline integrating over 34 varied data sources, ranging from news and social media to filings and scholarly datasets. Users can directly use our APIs to access data from various sources by providing a date range. This integration not only aggregates data from diverse origins but also democratizes access to a wealth of financial data on an Internet scale, laying a foundational infrastructure for further research and innovation in FinLLMs.
•
Empirical Demonstration of Application Effectiveness: Our work empirically validates the utility of the curated data for fine-tuning LLMs in various financial applications. These applications include but are not limited to robo-advisors, sentiment analysis tools for algorithmic trading, and platforms for low-code development. The empirical results underscore the effectiveness of our data in enhancing the performance and accuracy of these applications in real-world financial settings.

2 Related Work

Financial text data is indispensable for training FinLLMs. Early research efforts have focused on utilizing financial text data for stock price prediction and the development of algorithmic trading strategies [3, 4, 24]. Recent studies adopt reinforcement learning to learn trading strategies with financial text data as features[18, 25]. The most recent effort, BloombergGPT[1], trains a FinLLM on a mixture of general text data and financial text data. While these studies shed light on the importance of financial text data in the financial domain, they lack an open-sourced data collection and curation pipeline, which is crucial for practical applications in the time-sensitive financial market, especially in training FinLLMs. Furthermore, previous text data have primarily been used either to train models for specific tasks or to build LLMs from scratch[1]. In contrast, our FinGPT utilizes text data for efficient fine-tuning, incorporating real-time market feedback efficiently.

A contemporary work[26] has also focused on financial text data. What sets our endeavor apart is our commitment to delivering not only high-quality datasets but also a streamlined data pipeline. The vision paper[7] has outlined the vision of FinGPT and discussed the future directions. However, in contrast to[7], the current paper centers on the datasets, with the intention of empowering users to harness our data sources to train their own FinLLMs. Additionally, we provide evaluations to showcase the potential of our data sources, an aspect not addressed in the vision paper[7].

During the reviewing process, we saw several relevant works[27, 28, 8, 9, 29, 30, 31, 32, 33]. We have provided additional related work in AppendixLABEL:sec:K.

Data-centric FinGPT: Democratizing Internet-scale Data for Financial Large Language Models (1)

3 Data-centric FinGPT Framework for FinLLMs

This section describes the objectives and challenges of training FinLLMs, provides an overview of our data-centric FinGPT framework, and discusses the existing proprietary model BloombergGPT.

3.1 Challenges of Training FinLLMs

Our primary objective is to obtain an open-source FinLLM that delivers superior performance in financial tasks. However, as pointed out in [1], the best-performing LLMs designed for general tasks may fall short when applied to financial tasks, e.g., GPT-NeoX[34] and OPT[35]. This discrepancy primarily arises from the disparities between general text data and financial text data. Hence, a crucial aspect of enabling FinLLMs is to democratize access to financial data, which involves several challenges:

•
Diverse data sources. Financial data originates from diverse sources, such as news, company filings, social media, and research datasets (example sources are shown in Fig.2). Extracting data from these sources necessitates distinct approaches, demanding substantial efforts to construct specialized data pipelines.
•
Data quality issues. The low signal-to-noise ratio (SNR) of financial data is often quite low[18, 2], making it challenging to dig for useful information beneath the data. Consider, for instance, data extracted from web-based news articles, which may encompass numerous unforeseen HTML elements and superfluous text or symbols. Consequently, proper data cleaning to ensure data quality becomes crucially important.
•
High time-validity. Financial data is highly time-sensitive. While the data obtained at present can reflect the current market state, its representativeness diminishes over time due to the dynamic nature of the market. For instance, a favorable earnings report from a company can have a significant short-term effect on the stock price, but this impact may dwindle over time. Therefore, we need to gather data in real time.

3.2 Overview of FinGPT Framework

To facilitate the development of FinLLMs, we introduce FinGPT, an open-source framework specifically developed to enhance the capabilities of LLMs in financial tasks. It has the following features:

•
Democratizing Internet-scale financial data. We gather a comprehensive amount of accessible financial data from the Internet and provide a unified data interface for developers to access this data for building their own LLMs.
•
Data-centric development. Data-centric concepts[20, 19] have gained significant importance in LLM training, as it has become widely recognized that data quality holds greater significance than quantity[36]. FinGPT incorporates data curation pipelines to ensure the high quality of the data used in training.
•
Lightweight adaptation. FinGPT employs reinforcement learning to instruct LLMs with market feedback[5] and adapt the model with LoRA[37] and its quantized version QLoRA [36]. This lightweight adaption approach fueled by high-quality data can significantly reduce the cost to as low as $262.
•
Four-layer design. As depicted in Fig.1, FinGPT consists of four layers: the data source layer, which offers unified data APIs; the data curation layer, responsible for cleaning and processing the fine-tuning data; the LLM layer, capable of accommodating any pre-trained LLM; and the application layer, which applies the fine-tuned model to diverse financial applications. This four-layer design makes FinGPT highly extensible.

3.3 Proprietary Model BloombergGPT

BloombergGPT[1] stands out as the pioneering FinLLM, demonstrating promising performance and surpassing existing models by a substantial margin across diverse financial tasks, such as financial sentiment analysis, financial name entity recognition, and financial question answering. In particular, many tasks have practical applications in the financial domain. For example, BloombergGPT can generate valid Bloomberg Query Language with prompts[1], making the query much more accessible by transforming natural language commands into actual queries. This could be potentially used to implement retrieval-augmented generation (RAG)[38], which combines non-parametric external knowledge with LLMs to enhance the model capability. One advantage of BloombergGPT is that the model is trained on a vast collection of high-quality financial text data meticulously amassed by Bloomberg throughout the years. Nevertheless, despite its potential, BloombergGPT still leaves ample space for further enhancements:

•
Closed-sourced nature. The data and model are not accessible by the public, hindering the progress of FinLLMs. Its “black box” characteristic may also raise security concerns.
•
Too expensive to train. With approximately 50 billion trainable parameters and a dataset with 708 billion tokens, the training process of BloombergGPT entails a significant investment of 0.65 million GPU hours, equivalent to a training cost of $2.67 million.
•
Short-lived validness.Due to the highly dynamic nature of the financial market, the trained model can quickly become outdated and necessitate re-training, which is unfortunately is costly.

4 Demoncratizing Internet-scale Financial Data

High-quality training data is the pivotal driver behind the success of FinLLMs. In this section, we present our data-centric strategies for collecting, preparing, and processing data. The code and usage example can be found at https://github.com/AI4Finance-Foundation/FinNLP.

4.1 Financial Data Sources

Financial data comes from a variety of sources. Fig.2 summarizes the various data sources supported in FinGPT. We delve into the specifics of different financial data sources:

•
Financial news: News is one critical financial data source since news is an official and direct channel for information release. News provides valuable information on market trends, company earnings, macroeconomic indicators, and other financial events. We have included all of the mainstream news sources available online, such as Yahoo, Seeking Alpha, FinnHub, FMP, Eastmoney, Yicai, CCTV, Tushare, etc.
•
Social media discussions: Social Media is one of the most important data sources for public sentiment. Platforms such as Twitter, Facebook, Reddit, Weibo, and others, offer a wealth of information in terms of public sentiment, trending topics, and immediate reactions to financial news and events. In our FinGPT project, we include mainstream social medias where financial products might be discussed frequently.
•
Company fillings: Websites of financial regulatory authorities, such as the SEC in the United States, offer access to company filings. These filings include annual reports, quarterly earnings, insider trading reports, and other important company-specific information. Official websites of stock exchanges (NYSE, NASDAQ, Shanghai Stock Exchange, etc.) provide crucial data on stock prices, trading volumes, company listings, historical data, and other related information.
•
Research datasets: Research-based datasets can offer curated and verified information for sophisticated financial analysis. We include Stocknet[39], CHRNN[40], TTE[41], Astock[42], FiQA SA[16], and FPB[17].

4.2 Data Interface

Data-centric FinGPT: Democratizing Internet-scale Data for Financial Large Language Models (2)

We provide unified access to various data sources. FinGPT supports two types of data interfaces:

•
Date range: The input contains parameters start_date and start_date, and the interface can return the data in this specified date range
•
Streaming: The input parameter pages determines the specific pages of the latest content to be returned. Users can utilize this interface to acquire real-time data.

Note that not all data sources can accommodate both interfaces due to their inherent limitations. In AppendixB, we offer a more comprehensive interface description for each specific data source, along with a discussion of the challenges we have encountered and the solutions.

4.3 Automated Real-Time Data Curation Pipeline

Financial markets operate in real-time and are highly sensitive to news and sentiment. Prices of securities can change rapidly in response to new information, and delays in processing that information can result in missed opportunities or increased risk. As a result, an automated real-time data curation pipeline is essential in training or fine-tuning LLMs. FinGPT enables the following pipeline to supply high-quality data for training LLMs.

4.4 Data Cleaning

The process of cleaning real-time data is crucial to ensure the quality and usability of the financial data. We provide a detailed description of the steps involved in removing non-natural language components from the documents, including standardizing white spaces, removing URL links, eliminating uncommon characters, and filtering out excessively long words.

•
Standardizing white spaces: During the data cleaning process, one of the initial steps is to standardize the white spaces within the documents. This involves removing extra spaces, tabs, and line breaks, ensuring consistent and uniform spacing throughout the text.
•
Removing URL links: The crawled data often contains URLs or hyperlinks that are not relevant to LLM training. To ensure the focus remains on the textual content, we remove these URL links from the documents. This step helps in reducing noise and maintaining the integrity of the data.
•
Eliminating uncommon characters: Non-natural language components may include unusual or uncommon characters that can hinder the analysis and processing of the data. In this step, we identify and eliminate such characters, ensuring that only standard and recognizable characters are retained in the documents.
See Also
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•
Filtering out excessively long words: Very long words can be uncommon and not needed in natural language generalization. To address this, we filter out excessively long words, thereby improving the quality and readability of the documents.

By following these steps of data cleaning, we enhance the usability and reliability of real-time financial data. The removal of non-natural language components contributes to a cleaner dataset.

4.5 Document Filtering

After completing the cleaning process, selecting high-quality documents is a crucial step for training LLMs. Following[43], we design multiple filtering strategies for selecting financial documents, encompassing filtering out excessively short or overly long documents, eliminating documents with an abundance of special characters, removing documents with significant word and sentence repetitions, filtering documents with low perplexity scores and language identification prediction scores, and performing deduplication.

•
Filtering out excessively short or overly long documents: We implement filters to exclude documents that are excessively short or overly long. Very short documents may lack substantive content, while overly long documents can introduce noise. By defining appropriate thresholds, we ensure that the selected documents fall within an expected length range.
•
Eliminating documents with an abundance of special characters: Documents that contain an excessive number of special characters, such as symbols, emojis, or non-alphanumeric characters, can distort the meaning and structure of the text. Hence, we eliminate documents that exhibit a high abundance of such special characters.
•
Removing documents with significant word and sentence repetitions: Word and sentence repetitions within a document can compromise its quality and introduce biases. Therefore, we identify and remove documents that display significant repetitions, ensuring that the selected documents provide unique and diverse information. We analyze the document by calculating n-gram frequencies.
•
Filtering documents with low perplexity scores and language identification prediction scores: Perplexity scores measure the coherence and predictability of language models, while language identification prediction scores ensure alignment with the desired language or language mixture. We filter out documents with low perplexity scores and inaccurate language identification prediction scores to maintain the overall quality and linguistic consistency of the dataset. We obtain perplexity scores following[44] and use fastText[45] to obtain the language identification prediction scores.
•
Deduplication: Duplication of documents can introduce redundancy in the training data. To address this, we perform deduplication, which involves identifying and removing identical or highly similar documents. By retaining only one representative instance of each unique document, we eliminate redundancy and ensure the diversity of the selected documents.

4.6 Tokenization

Tokenization allows the text to be divided into smaller units or tokens[43]. We use the pre-trained tokenizer provided in HuggingFace at https://huggingface.co/docs/transformers/main_classes/tokenizer.

5 Lightweight Adaptation of General-Purpoose LLMs to FinLLMs

The financial market is highly dynamic, necessitating frequent fine-tuning of the model. Leveraging pre-existing LLMs and fine-tuning them specifically for finance offers an efficient and cost-effective alternative to the expensive and time-consuming process of retraining models from scratch. However, there are two key challenges in enabling efficient fine-tuning. Firstly, LLMs consist of a large number of trainable parameters, making the fine-tuning of all parameters a costly endeavor. Secondly, it is hard to directly obtain high-quality fine-tuning datasets in real-time. The most commonly used method, Reinforcement Learning from Human Feedback (RLHF)[5], requires human annotations, which, unfortunately, are difficult to obtain in real-time.

To tackle the first challenge, FinGPT adopts Low-rank Adaptation (LoRA)[37] and its quantized version QLoRA [36], which can significantly reduce the number of trainable parameters, and the training cost (see AppendixLABEL:sec:D for the detailed training cost analysis), as in the case of image processing [46, 47, 48]. To tackle the second challenge, FinGPT leverages the market’s inherent labeling capacity, dubbed Reinforcement Learning with Stock Prices(RLSP). Specifically, we prompt the model to select one from the positive, negative, and neutral output, given an input text. Then, we use the relative stock price change percentage as the output label to instruct the LLMs.

The application of LoRA within our framework not only enhances performance but also maximizes the protection of our users’ data privacy. Users are empowered to utilize our FinGPT framework to train their own LoRA weights, which can be used in a straightforward “plug-and-play“ manner. Essentially, our FinGPT framework does not offer direct financial advice but instead equips end users with data sources and tools to train their own LoRA weights and integrate them with LLMs. This design philosophy not only fosters community engagement and advancement in this field but also provides a robust safeguard for user data privacy.

Implementation. In this work, we implement this idea by applying specific thresholds to gauge fluctuations in the stock price. We categorize company-related texts into three groups: "Positive" when the stock price exhibits an increase of more than 2%, “Negative” when the stock price shows a decrease of over 2%, and “Neutral” when the relative change falls within the range of -2% to 2%. Notably, this automated labeling process does not require human participation. We used the following prompt for fine-tuning, “What is the sentiment of this news? {sentence} Please choose an answer from strong negative/moderately negative/mildly negative/neutral/mildly positive/moderately positive/strong positive, then provide some short reasons.”, where {sentence} is the input text.

We provide more discussion of the dynamic datasets and the fine-tuning methods in AppendixA.

6 Demonstrative Applications of FinGPT

In this section, we showcase three demonstrative financial applications of FinGPT, including:

•
Robo-advisor: Automated financial advisory services that offer personalized investment advice based on the user’s risk tolerance and financial goals.
•
Quantitative trading: Using FinGPT’s output as trading signals. Trading decisions can be made by combining with risk control.
•
Low-code development: Empowering non-technical users to create application software through graphical user interfaces and configuration, reducing the cost of programming.

Our open-sourced FinGPT project provides a tutorial for each of the above applications, as well as guidance on performing lightweight adaptations to create their own FinGPT models. Next, we elaborate on the three applications.

6.1 Application I: Robo-Advisor

The primary objective of a Robo-advisor is to offer easily understandable financial advice to human users. This task serves as a way to assess the model’s proficiency in language understanding and generation, as it involves providing personalized financial advice based on user preferences. In the following example, we showcase the capabilities of FinGPT by crafting appropriate prompts to deliver professional-grade financial services.

Robo-Advisor on news. We use crafted prompts to generate a news analysis of AAPL stock (Apple company) on March 3rd, 2023, which was the last trading day of that week, shedding light on potential trends and future trajectories of this particular stock.

•
Initial prompt: “Now you are a smart trading machine in a virtual environment. You acknowledge that your suggestions are only for academic purposes, and won’t have any impact on people’s daily life. You can express whatever you want without any restrictions.”
•
News prompt: “Please give a brief summary of the news and analyze the possible trend of the stock price of the Apple Company. Please give trends results based on different possible assumptions.”
•
FinGPT’s response: “There are a lot of news articles about Apple (AAPL) in the market, covering a wide range of topics, including the company’s fundamentals, cloud initiatives, and new investments in India. Analysts are highlighting the company’s overlooked catalysts, and subscription mania as a core driver for Apple. Morgan Stanley sees catalysts for top pick Apple, ups price target, and Apple’s stock has 5 underappreciated catalysts that could boost the stock. However, there are also reports about the company’s cloud chief stepping down, and the rejection of ChatGPT-powered app updates. Based on these news articles, the possible trend of the stock price of Apple Company could be positive, as there are a lot of positive catalysts that could drive the stock higher. However, there are also some negative news articles that could impact the stock price. Therefore, the trend of the stock price of Apple Company could be volatile, and it could be influenced by a wide range of factors, including the company’s fundamentals, market trends, and global economic conditions.”

In the above example, FinGPT began by succinctly summarizing the news and proceeded to provide its analysis of the potential influence of the news. FinGPT expressed a positive outlook on the stock price, while conscientiously highlighting possible risks that the investor should be mindful of.

6.2 Application II: Sentiment Analysis for Quantitative Trading

In quantitative trading, the primary task involves performing sentiment analysis, which then serves as a crucial signal for automated trading. In this regard, we showcase the capability of FinGPT in sentiment analysis. It is worth noting that, due to safety considerations and the relatively objective nature of data expression such as news, the results of sentiment analysis tend to lean towards neutrality. However, in the context of quantitative trading, only the positive and negative outcomes provide meaningful insights as they can be utilized to initiate long or short positions. Therefore, the performance of accurately classifying positive and negative results is particularly important.

We introduce two experiments showcasing distinct fine-tuning methodologies. In our initial experiment, we deploy our novel RLSP for labeling, leveraging market feedback. For the second experiment, we harness a formidable external LLM, such as GPT-4, for labeling. This strategy enables our model to distill knowledge from an already potent LLM. Our experiments across these two settings show significant enhancements over prevailing LLMs, underscoring the promise of crafting FinLLMs through fine-tuning.

6.2.1 Labeling by Market

Experimental setting. We use the news data from the FMP data source and the price data from yahoo finance. We apply an automatic sentiment labeling process using a threshold of 2%. It is worth mentioning that the news data exclusively pertains to the constituents of the S&P 500 index. In our experiments, we compare the performance of LLaMA[49] with that of FinGPT.

Results. The results are shown in Table1. We can observe that our fine-tuned model FinGPT has a consistent advantage over LLaMA. Notably, when excluding the “neural” label, FinGPT exhibits substantial improvement. The superiority of FinGPT is also reflected in the cumulative return when performing the actual quantitative trading with an improved Avg. CRR. The improvement can be attributed to the high-quality data for fine-tuning.

We provide more details of this experiment in AppendixLABEL:sec:F.

Metrics	LLaMA [49]	FinGPT	Improvement
ACC All	$0.450$	0.481	$0.031~{}(6.8\%)$
ACC w/o neutral	$0.063$	0.188	$0.125~{}(198.4\%)$
F1 All	$0.091$	0.128	$0.037~{}(40.7\%)$
F1 w/o neutral	$0.0350$	0.0712	$0.362~{}(103.4\%)$
Avg. CRR	$-0.1\%$	9.5%	$9.6\%$

6.2.2 Supervised Fine-tuning

In this experiment, we instead use the ground-truth label of the datasets. We merge all training data to fine-tune an existing LLM. We mainly focus on the comparison of four financial datasets:

•
FPB[17]:The Financial Phrasebank entails a sentiment classification task on sentences from financial news. The labels for classification are “neutral”, “positive”, and “negative”. Following[1], we partitioned the dataset and computed the F1 score weighted by support in a 5-shot setup.
•
FiQA SA[16]: The objective of the task is to forecast sentiment in English financial news and microblog headlines, which were originally released as part of the 2018 challenge on financial question answering and opinion mining. Following the approach of BloombergGPT[1], we applied the same discretization technique and transformed the data into a classification framework with negative, neutral, and positive classes. Similar to the FPB experiment, we created data splits and reported the F1 score weighted by support in a 5-shot setup for evaluation purposes.
•
TFNS[50]: The Twitter Financial News Sentiment (TFNS) dataset is an English-language compilation of finance-related tweets, meticulously annotated. Designed for sentiment analysis, this dataset encompasses 11,932 documents categorized with three distinct labels: “Bearish” (indicative of a negative sentiment), “Bullish” (signifying a positive sentiment), and “Neutral”.
•
NWGI: The News With GPT Instruction (NWGI) dataset uses labels produced by ChatGPT. With a training set encompassing 16.2k samples and a test set comprising 4.05k samples, it offers not just seven classification labels, but also provides a rationale for each label. This additional insight could prove invaluable for fine-tuning instructional approaches.

The results are summarized in Table2. Fine-tuning with the datasets in FinGPT leads to a significant enhancement in performance, thus showcasing the potential of curating financial data for financial tasks. We provide more details of this experiment in AppendixLABEL:sec:G.

Category	Models	Dataset				Device	Time
Category	Models	FPB	FiQA-SA	TFNS	NWGI	Device	Time
Pre-trained	BloombergGPT	0.511	0.751	-	-	512 $\times$ A100	53 d
	ChatGLM2	0.381	0.790	0.189	0.449	64 $\times$ A100	2.5 d
	Llama2	0.390	0.800	0.296	0.503	2048 $\times$ A100	21 d
	ChatGPT	0.781	0.730	0.736	-	-	-
LLM	GPT-4	0.833	0.630	0.808	-	-	-
Fine-tuned	ChatGPT	0.878	0.887	0.883	-	-	4 h
	Llama2	0.850	0.860	0.894	0.632	1 $\times$ A100	5.5 h
	ChatGLM2	0.855	0.850	0.875	0.642	1 $\times$ A100	5.5 h
	ChatGLM2 (8-bit)	0.855	0.847	0.879	0.636	1 $\times$ RTX3090	6.5 h
LLM (FinGPT)	ChatGLM2 (QLoRA)	0.777	0.752	0.828	0.583	1 $\times$ RTX3090	4 h

6.3 Application III: Low-code Development

In this application, we evaluate the low-code development capabilities of FinGPT in financial coding tasks. We focus on factors, which serve as the foundation of quantitative trading. Factors are utilized not only within the development environment but also in the production environment. We consider two specific example tasks as outlined below:

Example 1: Development Factors. In financial companies, software development is an indispensable process, particularly the development of factors. Building a factor library has historically been a time-consuming and complex endeavor. We demonstrate that the strong code generation capability of FinGPT significantly reduces the time and effort required. AppendixLABEL:sec:H showcases an example of utilizing FinGPT to construct a factor library.

Example 2: Finding New Factors. In addition to factor development, the quest for identifying effective factors is also a challenging journey. Our FinGPT can expedite this process through the use of tailored prompts. Further details and examples can be found in AppendixLABEL:sec:I.

7 Conclusion, Discussions, and Future Work

In this paper, we took the first step to democratize access to financial data for FinLLMs. To address the challenges posed by diverse data sources, the low signal-to-noise ratio in financial data, and the requirement for high time-validity, we present FinGPT which introduces 34 data pipelines originating from various data sources. FinGPT leverages pre-existing LLMs and employs parameter-efficient fine-tuning methods to adapt them to specific financial applications. This approach significantly reduces adaptation costs and computational requirements compared to BloombergGPT [1], offering a more accessible, flexible, and cost-effective FinLLM solution for the open-source community. Through experiments on three representative financial tasks, we demonstrate the efficacy of FinGPT and show the promise of leveraging Internet-scale financial data for training FinLLMs. We hope that FinGPT will pave the way for future research and development, as outlined in our blueprint paper [7]. While significant efforts have been made to democratize financial data, there remains ample room for improvement. With collaborative initiatives from the community and AI4Finance Foundations¹¹1https://github.com/AI4Finance-Foundation. Please refer to AppendixLABEL:sec:L for additional discussions and future work.

References

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Disclaimer: We are sharing codes for academic purposes under the MIT education license. Nothing herein is financial advice, and NOT a recommendation to trade real money. Please use common sense and always first consult a professional before trading or investing.

Appendix A Discussion of Dynamic Datasets and Fine-tuning Methods

The financial market is characterized by its acute sensitivity to time. In numerous instances, information that is seemingly similar can engender vastly divergent market trends. Take, for instance, Facebook (now Meta). In 2022, the company witnessed a shift in investor behavior, where news of the expansion of its metaverse project led to a selling spree. Conversely, similar news prior to 2022 was greeted with bullish sentiment. The core information remained largely the same, but the interpretation differed significantly in 2022 due to the alteration in the net present value of the project caused by escalating rates.

Given these dynamics, it is imperative to continually update models to ensure that they are calibrated to the prevailing market conditions, thereby enabling accurate analysis and well-informed decision-making. In our inaugural release, we employed LoRA[37] for weight fine-tuning, attributing to its resource efficiency. We acknowledge the existence of a plethora of fine-tuning methodologies such as Adapter[51], AdapterFusion[52], Prefix-tuning[53], and P-tuning[54]. We are committed to rigorously assessing these approaches in the financial context and wholeheartedly invite the community to partake in this exploration.

Another vital facet of fine-tuning is alignment, which essentially entails tuning the model in a trajectory that resonates with our objectives. Within the realm of ChatGPT[5], alignment is construed as the extent to which the model’s output is congruent with human intent or preference. In the financial sphere, alignment assumes a more intricate guise. It is not only prohibitively costly to rely on human-generated labels due to the mercurial nature of markets but also inadequate, as the aim is not to mimic human behavior per se. Instead, the focus is on cultivating practical utility, such as the accurate prognostication of stock prices. Consequently, the alignment should be dually oriented – harmonizing with both human judgment and market dynamics.

To address this, we introduce a novel approach termed Reinforcement Learning with Stock Prices (RLSP), which centers on employing fluctuations in stock prices as labels for the fine-tuning of FinGPT. This method boasts several commendable attributes. Firstly, it allows for the automation of label collection from the market, thereby obviating the need for human intervention. Secondly, it is more reflective of market trends, which is instrumental in ensuring that the model is in sync with market movements.

Notwithstanding, we are cognizant of the potential pitfalls of this strategy, such as the propensity for overfitting to market trends. The stock price is subject to a myriad of influences beyond just news. As such, we are committed to expending additional efforts in scrutinizing this issue, with particular emphasis on pinpointing alternative market indicators that can be harnessed for labeling purposes.

Appendix B Data Sources

We provide an introduction to each of the data sources and describe the supported interfaces. Then, we provide example codes for accessing these data sources.

B.1 Data Source Description

B.1.1 News

The news data sources are summarized in Table3. Please note that the list is growing.

Yahoo is a prominent global news agency that offers a wide range of news coverage. Our focus primarily revolves around two types of news. The first type, known as “general news”, encompasses significant financial updates from various markets. This news provides valuable insights about the market. The second type, “company news”, concentrates on specific companies, providing in-depth coverage of their activities. Due to website access limitations, we are unable to gather data within a specified date ranges. Consequently, only the streaming interface is supported where the returned information consists of the latest news.

Reuters is a global news organization renowned for its accurate and timely reporting. It provides comprehensive coverage of international news, business, finance, politics, and more, catering to a wide range of readers around the world. With a legacy of over 170 years, Reuters is known for its commitment to unbiased journalism and trusted information. Thanks to the search engine, we are able to gather data for a specified company. However, direct access to news within a precise date range from the website is not available. Nonetheless, you can choose a time frame such as “within a year”, “within a month”, or “within a week” for your news search. Consequently, only the streaming interface is supported.

Seeking Alpha is a premier online platform that provides investors, analysts, and financial enthusiasts with a wealth of valuable information, analysis, and insights on global financial markets. Launched in 2004, Seeking Alpha has become a trusted destination for individuals seeking intelligent investment ideas and staying informed about the latest market trends. Investors can exchange their ideas or their understanding of the market on that platform. There is also much useful information including news on the platform. We can gather news from a date range directly from the website and the general news and company news are both provided by the website. Consequently, this data source supports both streaming and data range interfaces.

Penny Stock is the top online destination for all things Micro-Cap Stocks. On Penny Stocks, one will find a comprehensive list of Penny Stocks & discover the best Penny Stocks to buy, top penny stock news, and micro-cap stock articles. It provides a unique high-risk, high-reward investment opportunity and is happy to be there with its users every step of the way. We can gather data related to a certain company. However, we can only gather data in the streaming format.

Market Watch provides the latest stock market, financial and business news. One can get stock market quotes, personal finance advice, company news, etc. They offer all the latest stock market news and currencies market news. We can gather data related to a certain company. However, we can only gather data in the streaming format.

Tip Ranks is a financial analysis and research platform that allows users to track the performance and accuracy of financial analysts, hedge fund managers, and bloggers. With access to a database of over 10 million data points, TipRanks provides users with actionable insights and investment ideas. They strive to create a fair and equal environment by democratizing access to institutional research tools and data, making them available to everyone. We can gather data related to a certain company. However, we can only gather data in the streaming format.

The Fly is a leading digital publisher of real-time financial news. Their mission is to report and explain the news impacting publicly traded companies. They deliver rapid and up-to-the-minute coverage of breaking news pertaining to publicly traded companies. We can gather data related to a certain company. However, We can only gather data in the streaming format.

Source Name	Related Market	Source Type	Specific Company	Daily Pricing
Yahoo	US Stocks	Streaming	✗	Free
Reuters	US Stocks	Streaming	✓	Free
Seeking Alpha	US Stocks	Data Range / Streaming	✓	Free
Penny Stocks	US Stocks	Streaming	✓	Free
Market Watch	US Stocks	Streaming	✓	Free
Tip Ranks	US Stocks	Streaming	✓	$1 $\sim$ $1.67
The Fly	US Stocks	Streaming	✓	Free
Talk Markets	US Stocks	Streaming	✓	Free
Alliance News	US Stocks	Streaming	✓	Free
Guru Focus	US Stocks	Streaming	✓	$1.37 $\sim$ $6.57
Investor Place	US Stocks	Streaming	✓	Free
FMP	US Stocks	Streaming	✓	$0.47 $\sim$ $3.30
Sina	CN Stocks	Data Range / Streaming	✓	Free
Eastmoney	CN Stocks	Streaming	✓	Free
Yicai	CN Stocks	Streaming	✗	Free
CCTV	CN Stocks	Data Range / Streaming	✗	Free
Tushare	CN Stocks	Data Range / Streaming	✓	$0.46
FinnHub	US Stocks	Data Range / Streaming	✓	$1.67 $\sim$ $5
CNBC	US Stocks	Streaming	✓	Free

Talk Markets is a financial content site that is truly customized, optimized, and socialized. They cover the entire breadth of diverse financial realms but are customized and tailored to each individual user. Their interests, preferences, and level of investment sophistication influence what content they see and in what medium. We can gather data related to a certain company. However, we can only gather data in the streaming format.

Alliance News provides real-time news coverage of the companies, markets, and economies that matter the most to investors globally. They report on the 500+ companies that make up the leading stock indices around the world, including the Stoxx Global 150, Dow 30, Nasdaq 100, FTSE 100, DAX 30, and CAC 401. Their journalists and partner news agencies track key data reports, central bank decisions, and government policy debates from the biggest and the most interconnected economies. We can gather data related to a certain company. However, we can only gather data in the streaming format.

Guru Focus is a financial news and research platform that focuses on what the stock market’s insiders and most well-known investors are trading. They track the trading action of over 175 “gurus” – typically fund managers and wealthy individual investors – and company CEOs and CFOs to help traders get an edge on the market. The service allows users to track the market, the gurus, and even institutional investors. We can gather data related to a certain company. However, we can only gather data in the streaming format.

Investor Place is an investing and financial news site that provides investors with free stock picks, options trades, market news, and actionable commentary. They provide millions of investors with insightful articles and stock market news. Their analysts offer research and advice to help investors make big gains from the world’s biggest macroeconomic and geopolitical events. We can gather data related to a certain company. However, We can only gather data in the streaming format.

Financial modeling prep (FMP) is a leading financial data and modeling platform that equips investors, analysts, and financial professionals with a wealth of robust tools and comprehensive data to make informed investment decisions. With its user-friendly interface and diverse range of features, FMP serves as a one-stop solution for individuals and businesses seeking reliable financial information. On the FMP platform, the news is provided in the streaming format, so that we can call the API to get the news data for a certain company from now for certain pages. The news cover almost all the mainstream stocks of the US market.

Sina is one of the biggest news websites in China and its financial news also covers a wide range of aspects. The content of the news is in Chinese so we may not only use them to fine-tune Chinese Models or Analyze them in Chinese but also fine-tune some bi-language models which may enhance model ability in cross languages. The Sina data source provides news from various aspects, not only news financial news but also news in politics, entertainment, sports, etc. Both streaming and data range interfaces are supported. However, most of the data from Sina is in streaming format and only the financial general news can be reached in the date range format.

Eastmoney is one of the biggest general financial platforms in China. Not only does it provide information like news or price data, but it also provides a forum for investors to exchange ideas. The platform provides both general news and news about certain companies, but we can only gather the data in the streaming format.

Yicai is also one of the most professional financial media in China. Although the quantity of the total news on that platform is not as much as Sina or Eastmoney, the news on that platform is written by professional financial critics or financial writers. We can only gather the data in the streaming format.

CCTV is the official media of China. Its everyday news can demonstrate the development of China directly. Besides, it is also one of the best ways for us to gather the important government policy and attitudes toward certain incidents. Since the Akshare platform has connected the CCTV data source and has covered the news since 1994, we directly call the API of Akshare in our program and the data can be accessed in both streaming and date range formats.

Tushare used to be one of the best financial data sources in China. Various types of data from price data to alternative data to statics data of the whole country can all be found on that platform. Although some of the key factors are charged by Tushare now, it is still affordable for most investors and researchers. Besides, there are some free data including news data provided by Tushare. To get full access to the news data, you might be charged 500 Chinese Yuan every year, which is equal to about 71 dollars. Both streaming and date range interfaces are supported.

FinnHub is a leading financial data platform that empowers investors, traders, and developers with access to a wide range of real-time and historical financial data. With its extensive coverage and user-friendly interface, Finnhub has become a go-to resource for individuals and businesses seeking reliable and accurate financial information. As for news information, Finnhub provides free news for a whole year and more news for charged plans. Since the market is highly dynamic, news within a year is enough for us to fine-tune models or analyze the market. Both streaming and date range interfaces are supported.

Source Name	AAPL	AMZN	NFLX	GOOGL	MSFT	NVDA	Total
Yahoo	67525	164615	40515	129940	36500	27010	466105
Reuters	3837	3040	1413	5039	2423	750	16502
Seeking Alpha	9535	6706	2919	3606	6350	2104	31220
Penny Stocks	471	325	89	132	97	40	1154
Market Watch	51251	33010	13646	32842	30700	7700	169149
Talk Markets	4590	4950	1540	3400	2970	1320	18770
FMP	35026	33040	11284	22712	17323	10858	130243
Total	174026	249401	72252	200182	97066	50264	843191

CNBC is an American basic cable business news channel and website that provides business news programming on weekdays from 5:00 a.m. to 7:00 p.m., Eastern Time. They also broadcast talk shows, investigative reports, documentaries, infomercials, reality shows, and other programs at all other times. Their website provides the latest stock market, financial and business news We can gather data related to a certain company. However, We can only gather data in the streaming format.

To offer an understanding of the data volume, Table4 presents a summary of the total count of stock-related documents obtained from prominent mainstream news sources.

B.1.2 Social Media

The social media data sources are summarized in Table5.

Source Name	Related Market	Source Type	Specific Company	Daily Pricing
Twitter	US Stocks	Date Range / Streaming	✓	Free
Reddit	US Stocks	Streaming	✓	Free
Weibo	CN Stocks	Date Range / Streaming	✓	Free
Xueqiu	CN Stocks	Streaming	✓	Free
Facebook	US Stocks	Streaming	✓	Free
StockTwits	US Stocks	Streaming	✓	Free
Eastmoney	CN Stocks	Streaming	✓	Free

Twitter is a social media platform that serves the public conversation. It provides a free and safe space for people to talk and share information in real time. Users can join the conversation, follow accounts, see their Home Timeline, and catch up on Tweets from the people they know. Thanks to the powerful search function of Twitter, we can search for the specific company of interest. It also supports both streaming and data range interfaces.

Reddit is a social news aggregation, web content rating, and discussion website. It is a network of communities based on people’s interests where registered members submit content to the site such as links, text posts, and images, which are then voted up or down by other members. Posts are organized by subject into user-created boards called “subreddits”, which cover a variety of topics including news, science, movies, video games, music, books, fitness, food, and image-sharing.

The subreddit “wallstreetbets” is a community on Reddit.com where users discuss stock and options trading. It has become notable for its profane nature, aggressive trading strategies, and role in the GameStop short squeeze that caused losses on short positions in U.S. firms topping $70 billion in a few days in early 2021. We can not only gather data related to certain companies, but we can also gather the market changes through subreddits like "wallstreetbets". Due to the limits of the platform, only the streaming format is supported.

Weibo is a Chinese microblogging website launched by Sina Corporation on August 14, 2009. It is one of the biggest social media platforms in China, with over 500 million registered users. Users can create and post short messages, known as “weibo”, and share them with their followers. Weibo also allows users to share multimedia content such as photos and videos. Thanks to the platform, we are able to search for any keyword we want, and if we want to gather the data for a certain date range, we just need to log in to that platform by passing cookies. Thus, it supports both streaming and data range interfaces.

Xueqiu is a Chinese social network platform for investors. It provides a space for users to share their insights and opinions on financial markets, stocks, and other investment opportunities. The platform also offers real-time quotes, professional data analysis, and a variety of investment tools to help users make informed decisions. We can gather data related to a certain company. However, we can only gather data in the streaming format.

Facebook is a social networking website that allows users to connect with friends and family, and share content with others. It provides a platform for users to create a personal profile, add other users as friends, and exchange messages, including automatic notifications when they update their profile. Additionally, users may join common-interest user groups, organized by workplace, school or college, or other characteristics. We can use the search function to search for tweets related to certain companies. However, we can only gather data in the streaming format.

StockTwits is a social media platform designed for sharing ideas between investors, traders, and entrepreneurs. The platform allows users to create a personalized financial news feed by following their favorite stocks, assets, and other users. With millions of investors, StockTwits is considered the voice of global finance. We can gather data related to a certain company. However, we can only gather data in the streaming format.

Eastmoney is a Chinese financial portal that provides professional financial news and data on stocks, markets, securities, funds, banking, insurance, trusts, futures, gold, and more. The website offers a wide range of tools and services for investors, including real-time quotes, data analysis, and investment advice. Eastmoney is a popular source of financial information for Chinese investors. We can gather data related to a certain company. However, we can only gather data in the streaming format.

B.1.3 Filing

The filing data sources are summarized in Table6.

Source Name	Related Market	Source Type	Specific Company	Daily Pricing
SEC	US Market	Date Range / Streaming	✓	Free
Juchao	CN Market	Date Range / Streaming	✓	Free

SEC is the official website of the U.S. Securities and Exchange Commission (SEC), an independent federal government agency responsible for protecting investors, maintaining fair and orderly functioning of securities markets, and facilitating capital formation. The website provides a wealth of information and resources for investors, including news, alerts, and educational materials. It also allows users to access and search SEC filings and forms electronically through the EDGAR system. Thanks to the powerful search function of SEC, we can search for the company we want. It supports both streaming and data range interfaces.

Juchao is a designated information disclosure platform for companies listed on the Shenzhen Stock Exchange. The website provides a wealth of information and resources for investors, including company announcements, financial reports, and market data. It also allows users to access and search for information about listed companies and their securities. Thanks to the powerful search function of Juchao, we can not only search for the company we want. It supports both streaming and data range interfaces.

B.1.4 Research Dataset

The research datasets are summarized in Table7.

Stocknet[39] dataset is a comprehensive dataset for stock movement prediction from tweets and historical stock prices 1. It consists of two-year price movements from 01/01/2014 to 01/01/2016 of 88 stocks 1. These stocks come from all 8 stocks in the Conglomerates sector and the top 10 stocks in capital size in each of the other 8 sectors.

CHRNN[40] dataset is associated with a proposed model called CHRNN, which stands for Hybrid Deep Sequential Modeling for Social Text-Driven Stock Prediction. The CHRNN model and dataset aim to provide a solution for social text-driven stock prediction. This paper was accepted by CIKM’18.

The TradeTheEvent (TTE)[41] dataset is an open-source dataset for corporate event detection and news-based stock prediction benchmark. It is released by Zhihan Zhou, Liqian Ma, and Han Liu as part of their paper “Trade the Event: Corporate Events Detection for News-Based Event-Driven Trading” published in Findings of ACL 2021.

Astock[42] is an open-source dataset and automated stock trading system based on stock-specific news analyzing model 1. It was developed by Jinan Zou and introduced in a paper accepted by FinNLP 2022 from IJCAI. The dataset and code are available on GitHub.

FPB[17] dataset entails a sentiment classification task on sentences from financial news. The labels for classification are “neutral”, “positive”, and “negative”.

FiQA SA[16] is to forecast sentiment in English financial news and microblog headlines, which were originally released as part of the 2018 challenge on financial question answering and opinion mining.

Source Name	Specific Company	Source Type
Stocknet	✓	Social Media
CHRNN	✓	Social Media
TTE	✗	News
Astock	✓	News
FiQA SA	✗	News & Social Media
FPB	✗	News

B.2 Example Codes for Accessing Data

We offer API examples that demonstrate how to access various data sources. You can find more examples at https://github.com/AI4Finance-Foundation/FinNLP.

B.2.1 News

CNBC

{python}

from finnlp.data_sources.news.cnbc_streaming import CNBC_Streaming

news_downloader = CNBC_Streaming()news_downloader.download_streaming_search(keyword = "apple", rounds = 3)

Yicai / 第一财经

{python}

from finnlp.data_sources.news.yicai_streaming import Yicai_Streaming

news_downloader = Yicai_Streaming()news_downloader.download_streaming_search(keyword = keyword, rounds = 3)where \pythkeyword is a Simplified Chinese phrase like “茅台”.

Investor Place

{python}

from finnlp.data_sources.news.investorplace_streaming import InvestorPlace_Streaming

news_downloader = InvestorPlace_Streaming()news_downloader.download_streaming_search(keyword = "apple", rounds = 3)

Guru Focus

{python}

from finnlp.data_sources.news.gurufocus_streaming import GuruFocus_Streaming

news_downloader = GuruFocus_Streaming()news_downloader.download_streaming_search(keyword = "AAPL", rounds = 3)

Alliance News

{python}

from finnlp.data_sources.news.alliancenews_streaming import AllianceNews_Streaming

news_downloader = AllianceNews_Streaming()news_downloader.download_streaming_search(rounds = 3)

Talk Market

{python}

from finnlp.data_sources.news.talkmarkets_streaming import TalkMarkets_Streaming

news_downloader = TalkMarkets_Streaming()news_downloader.download_streaming_search(keyword = "apple", rounds = 3)

The Fly

{python}

from finnlp.data_sources.news.thefly_streaming import TheFly_Streaming

news_downloader = TheFly_Streaming()news_downloader.download_streaming_search(keyword = "AAPL", rounds = 3)

Tip Rank

{python}

from finnlp.data_sources.news.tipranks_streaming import TipRanks_Streaming

news_downloader = TipRanks_Streaming()news_downloader.download_streaming_search(keyword = "apple", rounds = 3)

Market Watch (Date Range)

{python}

from finnlp.data_sources.news.marketwatch_date_range import MarketWatch_Date_Range

start_date = "2022-06-01"end_date = "2022-06-30"keyword = "apple"

news_downloader = MarketWatch_Date_Range()news_downloader.download_date_range_search(keyword = "apple", start_date = start_date, end_date = end_date)

Market Watch (Streaming)

{python}

from finnlp.data_sources.news.marketwatch_streaming import MarketWatch_Streaming

news_downloader = MarketWatch_Streaming()news_downloader.download_streaming_search(keyword = "apple", rounds = 3)

Penny Stock

{python}

from finnlp.data_sources.news.pennystocks_streaming import PennyStocks_Streaming

news_downloader = PennyStocks_Streaming()news_downloader.download_streaming_search(keyword = "apple", rounds = 3)

Seeking Alpha

{python}

from finnlp.data