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

    Forked from 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).

    Python

  2. Clustering4Investment Clustering4Investment Public

    Forked from fgt996/Clustering4Investment

    This project contains some code related to the construction of an investment strategy based on clustering. In particular, a study of multiple time-horizons risk factors is carried out.

    Python

  3. AlphaMix AlphaMix Public

    Forked from johnson7788/AlphaMix

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  4. arbitragelab arbitragelab Public

    Forked from hudson-and-thames/arbitragelab

    ArbitrageLab is a python library that enables traders who want to exploit mean-reverting portfolios by providing a complete set of algorithms from the best academic journals.

    Python

  5. InvariantStock InvariantStock Public

    Forked from Haiyao-Nero/InvariantStock

    Python