This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).
☆274Mar 19, 2026Updated 3 months ago
Alternatives and similar repositories for slow-momentum-fast-reversion
Users that are interested in slow-momentum-fast-reversion are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆631Mar 19, 2026Updated 3 months ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆135Apr 26, 2020Updated 6 years ago
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆93Feb 25, 2024Updated 2 years ago
- ☆11Mar 12, 2021Updated 5 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 4 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆215Mar 29, 2023Updated 3 years ago
- Research project implementation for the ICAIF'21 publication and Master's Thesis. ITS-SentARL => Intelligent Trading Systems: A Sentiment…☆44Sep 8, 2024Updated last year
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆597Jul 15, 2021Updated 4 years ago
- ☆56Mar 14, 2021Updated 5 years ago
- Vpin caculation and backtesting☆14Aug 16, 2019Updated 6 years ago
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆81Dec 6, 2024Updated last year
- trend / momentum and other patterns in financial timeseries☆290Jun 27, 2021Updated 5 years ago
- ☆24Jan 20, 2024Updated 2 years ago
- Time-Series Momentum Strategies☆12Jul 20, 2018Updated 7 years ago
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Hedge long only portfolio using structural entropy☆16Jul 27, 2022Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆101Mar 10, 2023Updated 3 years ago
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆646Feb 11, 2026Updated 5 months ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆26Mar 27, 2023Updated 3 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆127May 17, 2024Updated 2 years ago
- The goal of the project is to build algorithmic trading system.☆27Nov 6, 2020Updated 5 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆178Sep 18, 2019Updated 6 years ago
- Time Series Prediction of Volume in LOB☆61Apr 17, 2024Updated 2 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Mar 4, 2024Updated 2 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- This repo contains my reimplementation and improvement of DeepLOB model.☆32Apr 22, 2021Updated 5 years ago
- We use an adversarial expert based online learning algorithm to learn the optimal parameters required to maximise wealth trading zero-cos…☆11Apr 8, 2020Updated 6 years ago
- A PyTorch implementation of QuantNet: transferring learning across systematic trading strategies.☆15Jul 12, 2025Updated 11 months ago
- A Python Implementation of Measures for Order Flow Risk, e.g. VPIN☆99Jan 1, 2021Updated 5 years ago
- PyTrendFollow - systematic futures trading using trend following☆465Apr 25, 2018Updated 8 years ago
- ☆134Dec 12, 2017Updated 8 years ago
- ☆72Jun 13, 2025Updated last year
- Code for Undergraduate Dissertation; Exploration of Discrete Time Mean-Variance Hedging strategies 📈☆17Sep 25, 2021Updated 4 years ago
- A Higher-order HMM with EM algo.☆16May 4, 2022Updated 4 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Reading notes and Python implementation for book "Machine Learning for Factor Investing" by Silkdust☆14Nov 21, 2023Updated 2 years ago
- Implementing a comprehensive Quantitative Momentum Strategy to optimize portfolio allocation. The strategy integrates two key financial i…☆16Jul 29, 2023Updated 2 years ago
- Backtest result archive for Momentum Trading Strategies☆68Mar 18, 2019Updated 7 years ago
- Library for fitting the LPPLS model to data.☆464May 30, 2026Updated last month
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆731Updated this week
- ☆11Oct 6, 2020Updated 5 years ago
- ☆465Jan 10, 2021Updated 5 years ago