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1.1k

5.3k

apache-2.0

235

Python quantitative trading strategies including VIX Calculator, Pattern Recognition, Commodity Trading Advisor, Monte Carlo, Options Straddle, Shooting Star, London Breakout, Heikin-Ashi, Pair Tradin...

Created 2018-04-03

859 commits to master branch, last one about a month ago

trading-momentum-transformer kieranjwood

182

423

mit

17

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

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

Created 2021-12-27

16 commits to master branch, last one 7 months ago

slow-momentum-fast-reversion kieranjwood

81

215

mit

17

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).

trading deep-learning machine-learning quantum-mechanics trading-strategies change-point-detection momentum-trading-strategy

Created 2021-06-27

22 commits to master branch, last one about a year ago

x-trend kieranjwood

6

37

mit

17

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

deep-learning trend-following machine-learning few-shot-learning transfer-learning algorithmic-trading changepoint-detection portfolio-construction time-series-forecasting momentum-trading-strategy

Created 2024-02-25

4 commits to master branch, last one 3 months ago