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kieranjwood
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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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rebalance monthly instead of daily
#13
Closed
a-erik
closed
6 months ago