kieranjwood / trading-momentum-transformer

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

Date Created 2021-12-27 (2 years ago)

Commits 16 (last one about a year ago)

Stargazers 484 (3 this week)

Watchers 19 (0 this week)

Forks 204

License mit

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RepositoryStats indexes 595,890 repositories, of these kieranjwood/trading-momentum-transformer is ranked #93,810 (84th percentile) for total stargazers, and #117,059 for total watchers. Github reports the primary language for this repository as Python, for repositories using this language it is ranked #15,548/119,419.

kieranjwood/trading-momentum-transformer is also tagged with popular topics, for these it's ranked: deep-learning (#2,102/8511), machine-learning (#2,075/8062), transformer (#218/1018), trading-strategies (#73/213), quantitative-finance (#60/204)

Other Information

kieranjwood/trading-momentum-transformer has Github issues enabled, there are 9 open issues and 6 closed issues.

Homepage URL: https://kieranjwood.github.io/publication/momentum-transformer/

All Topics

transformer deep-learning machine-learning trading-strategies quantitative-finance momentum-trading-strategy

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14 commits on the default branch (master) since jan '22

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The only known language in this repository is Python

updated: 2024-12-21 @ 03:09pm, id: 442197495 / R_kgDOGltl9w