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…☆621Mar 19, 2026Updated 2 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 2 years ago
- ☆16Jan 11, 2021Updated 5 years ago
- ☆27Sep 25, 2022Updated 3 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Stock Broad-Index Trend Patterns Learning via Domain Knowledge Informed Generative Network☆15Feb 25, 2025Updated last year
- This repository is for the code of paper "Automated Cryptocurrency Trading Approach Using Ensemble Deep Reinforcement Learning: Learn to …☆20Sep 24, 2024Updated last year
- Original code for the paper "Learning Goal-Conditioned Policies Offline with Self-Supervised Reward Shaping" by Mezghani et al.☆18Jun 8, 2023Updated 2 years ago
- ☆20Sep 6, 2025Updated 8 months 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
- 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 5 years ago
- 通过遗传算法、强化学习来自动选择高频因子☆27Jan 5, 2023Updated 3 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
- 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.
- TradeAI: Empowering Algorithmic Trading with Deep Learning for Cryptocurrency Data. Explore the potential of deep learning in cryptocurre…☆61Sep 15, 2023Updated 2 years ago
- Trading Plan description☆21Feb 10, 2020Updated 6 years ago
- [Likelihood Lab Project 2024] Official Repository for The Technical Report, Label Unbalance in High-frequency Trading☆30Mar 20, 2025Updated last year
- ☆15Mar 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 (…☆269Mar 19, 2026Updated 2 months ago
- Visualization of the full depth of the order book along time☆21Dec 17, 2019Updated 6 years ago
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆12Nov 3, 2023Updated 2 years ago
- Financial Analysis and Algorithmic Trading Strategies in Python☆11Feb 16, 2023Updated 3 years ago
- manipulating cointegrated pairs to achieve a market-neutral strategy that outperforms indices☆11Jan 12, 2021Updated 5 years ago
- Managed Kubernetes at scale on DigitalOcean • AdDigitalOcean Kubernetes includes the control plane, bandwidth allowance, container registry, automatic updates, and more for free.
- Adaptive Machine Learning-Based Stock Prediction using Financial Time Series Technical Indicators☆10Dec 21, 2019Updated 6 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☆33May 1, 2017Updated 9 years ago
- Retry commands with automatic backoff☆16Apr 16, 2026Updated last month
- 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
- ☆32Jul 16, 2020Updated 5 years ago
- 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
- Implementation for "Statistical arbitrage in the US equities market" by Marco Avellaneda and Jeong-hyun Lee☆28Dec 10, 2018Updated 7 years ago
- three stochastic volatility model: Heston, SABR, SVI☆97Mar 6, 2019Updated 7 years ago
- 1-Click AI Models by DigitalOcean Gradient • AdDeploy popular AI models on DigitalOcean Gradient GPU virtual machines with just a single click. Zero configuration with optimized deployments.
- 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
- Nifty Option-Chain Analysis in Realtime☆14Aug 30, 2022Updated 3 years ago
- machine learning trading system using random decision tree to train the technical indicators☆10Apr 11, 2017Updated 9 years ago
- ☆69Jun 16, 2024Updated last year
- Simple Moving Average system backtest☆11May 8, 2021Updated 5 years ago
- Statistical Arbitrage & Algorithmic Trading: time series analysis and the presence of cointegration in cryptocurrency price series.☆11Jan 10, 2019Updated 7 years ago