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trading-momentum-transformer

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

deep-learningmachine-learningmomentum-trading-strategyquantitative-financetrading-strategiestransformer
Creat：2021-12-27T23:31:16
Update：2025-03-23T13:52:09
https://kieranjwood.github.io/publication/momentum-transformer/
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