kieranjwood trading-momentum-transformer issues

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).

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

MIT License

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issues

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Result diff between my validation and paper

#17 danbo6 opened 3 months ago
0
Question about the calculation of 'captured_returns'.

#16 danbo6 opened 4 months ago
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Why do we need 'scaled_position' when calculate 'calc_net_returns'.

#15 danbo6 opened 4 months ago
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how can i continue to train from checkpoint or predict from check point if session ends before complete training?

#14 jasonmcy1991 opened 4 months ago
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rebalance monthly instead of daily

#13 a-erik closed 5 months ago
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refactor: improve codebase and add logging

#12 donlelef closed 6 months ago
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Is the project including the paper of Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies ?

#11 weituo2002 opened 7 months ago
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the labels v.s. output of predict

#10 jqlruc closed 8 months ago
2
Possible Data Leakage in both CPD?

#9 nova-land closed 10 months ago
2
the last step

#8 holyanTsao opened 1 year ago
0
Problem with Generating Prediction

#7 kewlmodee opened 1 year ago
1
7409 future

#6 WilsonWYJ closed 1 year ago
0
StandardScaler on returns ? Is this correct ?

#5 makovez closed 1 year ago
3
why transaction cost on diff of position ?

#4 makovez closed 1 year ago
5
How do you get ground true?

#3 makovez closed 1 year ago
12
differences between paper and validation

#2 nkchem09 opened 2 years ago
20
Error with the last step!

#1 saeed7733 opened 2 years ago
18