This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).
☆605Mar 19, 2026Updated last week
Alternatives and similar repositories for trading-momentum-transformer
Users that are interested in trading-momentum-transformer 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 Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆265Mar 19, 2026Updated last week
- X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies☆87Feb 25, 2024Updated 2 years ago
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆130Apr 26, 2020Updated 5 years ago
- A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking …☆25Mar 27, 2023Updated 3 years ago
- ☆22Jan 20, 2024Updated 2 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆15Nov 9, 2022Updated 3 years ago
- Codes for the paper Stock Trading Volume Prediction with Dual-Process Meta-Learning accepted by ECML PKDD 2022☆34Jun 28, 2022Updated 3 years ago
- Multi Task Learning Time Series Momentum☆25May 18, 2024Updated last year
- This jupyter notebook is used to demonstrate our recent work, "DeepLOB: Deep Convolutional Neural Networks for Limit Order Books", publis…☆553Jul 15, 2021Updated 4 years ago
- ☆209Mar 29, 2023Updated 3 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆70Mar 27, 2023Updated 3 years ago
- Research project implementation for the ICAIF'21 publication and Master's Thesis. ITS-SentARL => Intelligent Trading Systems: A Sentiment…☆42Sep 8, 2024Updated last year
- ☆61Apr 10, 2021Updated 4 years ago
- Pytorch implementation of DeepLOB-ATT and DeepLOB-Seq2Seq from Multi Horizon Forecasting for Limit Order Books☆14Feb 4, 2023Updated 3 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆99Mar 10, 2023Updated 3 years ago
- ☆55Mar 14, 2021Updated 5 years ago
- Benchmark Dataset of Limit Order Book in China Markets☆216Mar 23, 2021Updated 5 years ago
- StockFormer: A Swing Trading Strategy Based on STL Decomposition and Self-Attention Networks☆123May 17, 2024Updated last year
- Implementation of code snippets, exercises and application to live data from Machine Learning for Asset Managers (Elements in Quantitativ…☆616Feb 11, 2026Updated last month
- Code relating to the paper - Stock Embeddings: Learning Distributed Representations for Financial Assets☆81Dec 6, 2024Updated last year
- High frequency trading (HFT) framework built for futures using machine learning and deep learning techniques☆568Sep 20, 2022Updated 3 years ago
- trend / momentum and other patterns in financial timeseries☆282Jun 27, 2021Updated 4 years ago
- experiments with pair trading☆338Dec 10, 2024Updated last year
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Generating sets of formulaic alpha (predictive) stock factors via reinforcement learning.☆1,045Dec 18, 2024Updated last year
- Paper: https://arxiv.org/pdf/2008.12275.pdf☆27Aug 29, 2020Updated 5 years ago
- High-frequency statistical arbitrage☆252Jul 30, 2023Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆4,635Oct 2, 2023Updated 2 years ago
- Advances in Financial Machine Learning☆800Jan 11, 2023Updated 3 years ago
- Custom Loss functions for asset return prediction with deep learning regression☆36Oct 17, 2022Updated 3 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- Experimental solutions to selected exercises from the book [Advances in Financial Machine Learning by Marcos Lopez De Prado]☆1,894Dec 8, 2022Updated 3 years ago
- Analysis on systematic trading strategies (e.g., trend-following, carry and mean-reversion). The result is regularly updated.☆696Updated this week
- 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 some codes and outputs of my implementation of DeepLOB model.☆91Mar 12, 2021Updated 5 years ago
- PyTrendFollow - systematic futures trading using trend following☆446Apr 25, 2018Updated 7 years ago
- GPU-accelerated Factors analysis library and Backtester☆784Apr 15, 2025Updated 11 months ago
- Pytorch implementation of Axial-LOB from 'Axial-LOB: High-Frequency Trading with Axial Attention'☆60Apr 6, 2023Updated 2 years ago
- Portfolio optimization and back-testing.☆1,184Mar 10, 2026Updated 2 weeks ago
- ☆38Nov 30, 2022Updated 3 years ago
- Portfolio optimization with deep learning.☆1,119Jan 24, 2024Updated 2 years ago