AlphaUncommon
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).
- Owner
- kieranjwood (personal account)
- Stars
- Stars: 643
- Forks
- Forks: 255
- Language
- Python
- License
- MIT
- Created
- 2021
- Topics
- deep-learningmachine-learningquantitative-financetrading-strategiesmomentum-trading-strategytransformer
- Tier
- Alpha (250 to 699 ★) What this tier means
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