← all repositories

kieranjwood/trading-momentum-transformer

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

627 stars Python Domain Apps
trading-momentum-transformer
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.

heatdrop uses Google Analytics to see which pages get read — nothing else. Your call. How we handle data.