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🚂💨 Deep Momentum Networks for Time Series Strategies

Replication of Time Series Momentum strategy by Moskowtiz, Ooi, Pedersen, 2011.

trading strategy is a fixed plan to go long or short in markets, there are two common trading strategies: the momentum strategy and the reversion strategy. Firstly, the momentum strategy is also called divergence or trend trading. When you follow this strategy, you do so because you believe the ... Read more

A project to implement a time series momentum strategy and backtest it.

A system for implementing a time-series momentum approach, historically and in production.

Multi Task Learning Time Series Momentum

Building a time series momentum strategy for Oanda by following this guide: https://www.oreilly.com/learning/algorithmic-trading-in-less-than-100-lines-of-python-code

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Production multi-agent trading platform with rigorous walk-forward validation. TSMOM momentum (1.097 Sharpe) + GEX regime filtering. Interactive CLI, autonomous trade lifecycle, daily scheduler. Alpaca integration. Built on Microsoft AutoGen. Research-driven approach with statistical validation. ... Read more

A complete guide to Time Series Momentum (TSMOM) - the strategy that bets on trends continuing. Covers the math, Python implementation from scratch, backtesting, performance metrics, volatility scaling, and common pitfalls. Based on Moskowitz, Ooi & Pedersen (2012). Includes code examples, v... Read more