kieranjwood/x-trend
X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
This project helps quantitative traders and systematic fund managers adapt their trend-following strategies more quickly to changing financial market conditions. It takes historical financial time-series data and uses patterns from similar past market 'regimes' to generate more reliable trend forecasts and trading positions. The output helps traders make more informed decisions, especially during turbulent market periods, aiming to improve strategy performance.
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Use this if you manage systematic trading strategies and need your forecasting models to adapt rapidly to new financial market regimes, such as during periods of high volatility or sudden shifts.
Not ideal if you are looking for a tool for discretionary trading, fundamental analysis, or long-term buy-and-hold investment strategies rather than adaptive, systematic trend-following.
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License
MIT
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Last pushed
Feb 25, 2024
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