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1. trading-momentum-transformer trading-momentum-transformer Public

   This code accompanies the the paper Trading with the Momentum Transformer: An Intelligent and Interpretable Architecture (https://arxiv.org/pdf/2112.08534.pdf).

   Python 472 195

2. slow-momentum-fast-reversion slow-momentum-fast-reversion Public

   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).

   Python 232 89

3. x-trend x-trend Public

   X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies

   61 9