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).

slow-momentum-fast-reversion

This code accompanies the the paper Slow Momentum with Fast Reversion: A Trading Strategy Using Deep Learning and Changepoint Detection (https://arxiv.org/pdf/2105.13727.pdf).

x-trend

X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies

academic-blog

google-research

Google Research

kieranjwood.github.io

mlrg_rg