A Sharpe ratio optimised decoder-only TFT based Momentum Transformer and LSTM Deep Momentum Network trading model using FinBERT breaking financial news sentiment and novel price action and VWAP proximity oscillators
☆25Mar 27, 2023Updated 3 years ago
Alternatives and similar repositories for FinBERT_feat_eng_for_Momentum_Transformer
Users that are interested in FinBERT_feat_eng_for_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 Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.o…☆633Mar 19, 2026Updated 4 months ago
- Pytorch implementation of BIN-TABL from Data Normalization for Bilinear Structures in HF Financial Time-series☆14Aug 12, 2024Updated last year
- Investigation into whether Transformers and self-supervised learning could be used to trade currency markets☆10Jun 21, 2023Updated 3 years ago
- A paper replication project for Time-driven feature-aware jointly deep reinforcement learning☆12Mar 12, 2021Updated 5 years ago
- ☆27Sep 25, 2022Updated 3 years ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆14Feb 25, 2025Updated last year
- PYTHON CODE WALKTHROUGH Data Sourcing In order to run a discounted cash flow model (DCF), I needed data, so I found a free API that provi…☆21Jul 8, 2020Updated 6 years ago
- Original code for the paper "Learning Goal-Conditioned Policies Offline with Self-Supervised Reward Shaping" by Mezghani et al.☆18Jun 8, 2023Updated 3 years ago
- Reproduce the result of the paper "Deep Learning with Long Short-Term Memory Networks for Financial Market Prediction"☆19Aug 21, 2020Updated 5 years ago
- Official Implementation of Stop-loss adjusted labels for machine learning-based trading of risky assets☆20Sep 29, 2023Updated 2 years ago
- Enhance the gplearn package to support precise three-dimensional structured dimension genetic programming (GP), with a particular focus …☆36Aug 26, 2024Updated last year
- ☆16Jan 11, 2021Updated 5 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- Trading Plan description☆22Feb 10, 2020Updated 6 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- BASIC_PYTHON_TRADING_BOOK☆13Sep 8, 2024Updated last year
- ☆16Mar 16, 2021Updated 5 years ago
- This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (…☆274Mar 19, 2026Updated 4 months ago
- Visualization of the full depth of the order book along time☆21Dec 17, 2019Updated 6 years ago
- 各种因子和量化技术的实现与研究，例如Alpha191☆15Feb 21, 2024Updated 2 years ago
- How to utilize transformer in quantitative financial trading? Here we provide a new model named Quantformer based on transformer.☆73Feb 26, 2026Updated 5 months ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 2 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- Financial Prior-Data Fitted Network (regression)☆23Jul 1, 2026Updated 3 weeks ago
- Deploy on Railway without the complexity - Free Credits Offer • AdConnect your repo and Railway handles the rest with instant previews. Quickly provision container image services, databases, and storage volumes.
- Nifty Option-Chain Analysis in Realtime☆14Aug 30, 2022Updated 3 years ago
- Algorithmic Trading Challenge implemented as part of the term project for Foundations of Machine Learning at NYU Courant in Fall 2016 (ht…☆27Oct 9, 2021Updated 4 years ago
- Several diverse-universe market-agnostic trading algos that I like, cribbed from the open Community Forums at Quantopian☆34May 1, 2017Updated 9 years ago
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 years ago
- 改写了gplearn源码，原有的gplearn会把数据转为numpy，丢失了datetime和stockcode的原始信息。很难做截面的因子ic、ir分析，所以改动了相应的源码，使之可以做因子的截面ic分析。另外增加了时序函数和并行化框架ray的支持。☆23Mar 20, 2024Updated 2 years ago
- Reinforcement Learning Portfolio Optimization Framework☆59Dec 14, 2025Updated 7 months ago
- Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis☆36Apr 28, 2019Updated 7 years ago
- ☆20Jul 23, 2025Updated last year
- This repository contains a backend service for fetching VIX index futures data using the vix_index_futures.py library. The app.py script …☆13Mar 19, 2023Updated 3 years ago
- End-to-end encrypted email - Proton Mail • AdSpecial offer: 40% Off Yearly / 80% Off First Month. All Proton services are open source and independently audited for security.
- ☆21Sep 6, 2025Updated 10 months ago
- ☆31Jul 16, 2020Updated 6 years ago
- Tutorials and talks held from PyData London 2019☆12Nov 22, 2022Updated 3 years ago
- TradeAI: Empowering Algorithmic Trading with Deep Learning for Cryptocurrency Data. Explore the potential of deep learning in cryptocurre…☆63Sep 15, 2023Updated 2 years ago
- Visualising correlations between different ETFs using network analytics and Plotly☆33Apr 5, 2022Updated 4 years ago
- An equity analysis on momentum factor investing.☆11Oct 30, 2018Updated 7 years ago
- three stochastic volatility model: Heston, SABR, SVI☆97Mar 6, 2019Updated 7 years ago