kieranjwood/trading-momentum-transformer
A deep learning implementation of a transformer architecture for momentum-based futures trading strategies.

Velocity · 7d
+0.4
★ / day
Trend
→steady
star history
This repository implements the Momentum Transformer, a transformer-based architecture designed for financial trading and momentum strategies. It accompanies published research papers and uses deep learning techniques to predict market movements and generate trading signals. The code enables backtesting trading strategies on futures market data and implements attention mechanisms for interpretability in financial applications.