KurochkinAlexey / SpatioTemporalMomentumView external linksLinks
☆22Jan 20, 2024Updated 2 years ago
Alternatives and similar repositories for SpatioTemporalMomentum
Users that are interested in SpatioTemporalMomentum are comparing it to the libraries listed below
Sorting:
- MA4128 Github Assessment☆10Dec 12, 2021Updated 4 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆86Feb 25, 2024Updated last year
- Multi Task Learning Time Series Momentum☆24May 18, 2024Updated last year
- ☆11Sep 5, 2024Updated last year
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆600Dec 10, 2023Updated 2 years ago
- ☆55Mar 14, 2021Updated 4 years ago
- Code accompanying the paper "Pathwise methods for non-parametric online market regime detection and regime clustering for multidimensiona…☆38Jul 5, 2023Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Apr 26, 2020Updated 5 years ago
- Python library for building and sharing dataframe-agnostic, sklearn-style transformers and ml models for data science competitions.☆26Updated this week
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated 11 months ago
- Code for paper "Inductive Representation Learning on Dynamic Stock Co-Movement Graphs for Stock Predictions"☆17Jan 13, 2022Updated 4 years ago
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆19Sep 24, 2024Updated last year
- A humble repository for academic quant strategies☆18May 1, 2025Updated 9 months ago
- Python framework optimized for running backtests on multiple asset portfolios☆21Feb 3, 2024Updated 2 years ago
- ☆52Feb 17, 2023Updated 2 years ago
- ☆21Dec 4, 2023Updated 2 years ago
- ☆22Nov 27, 2024Updated last year
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆266Nov 24, 2022Updated 3 years ago
- Deep direct reinforcement learning for financial signal representation and trading☆31Oct 7, 2020Updated 5 years ago
- Code to support my Master's thesis☆22Sep 10, 2023Updated 2 years ago
- Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency d…☆25Jul 8, 2023Updated 2 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆133Jan 12, 2025Updated last year
- Python Code used in publications, for archival purposes only☆20Apr 28, 2023Updated 2 years ago
- Implemention of 101 formulaic alphas using qstrader☆44Jul 11, 2022Updated 3 years ago
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆26May 29, 2020Updated 5 years ago
- Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.☆73May 26, 2025Updated 8 months ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆123May 17, 2024Updated last year
- Implementation of "OPTIMAL MARKET MAKING BY REINFORCEMENT LEARNING"☆29Apr 5, 2021Updated 4 years ago
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆544Jul 15, 2021Updated 4 years ago
- Our codebase trials provide an implementation of the Select and Trade paper, which proposes a new paradigm for pair trading using hierar…☆130Aug 31, 2023Updated 2 years ago
- End-to-end distributionally robust optimization☆37Apr 15, 2023Updated 2 years ago
- ☆35Jan 1, 2025Updated last year
- ☆209Mar 29, 2023Updated 2 years ago
- Python-based Quotex trading bot using Selenium for login/trade automation, optional Demo mode toggle, and advanced strategy logic (RSI, M…☆32Nov 19, 2025Updated 2 months ago
- Nowcasting macroeconomic indicators using Google Trends☆10Jun 23, 2022Updated 3 years ago
- ☆16Feb 1, 2026Updated 2 weeks ago
- Official Implementation of SimStock : Representation Model for Stock Similarities☆87Jun 17, 2024Updated last year
- differential Sharpe ratio☆37Jun 28, 2019Updated 6 years ago
- ☆38Nov 30, 2022Updated 3 years ago