X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
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Updated
Feb 25, 2024
X-Trend: Few-Shot Learning Patterns in Financial Time-Series for Trend-Following Strategies
Automated Python implementation of a Mount Lucas Management (MLM) style trend-following strategy for futures using the IBKR API (ib_insync). Calculates 200-day MA signals on Continuous Futures, filters trades by volatility, and executes on front-month contracts.
Advanced trend labelling for time series
Do more than HODL. Simulate hedge-fund-like trend following strategies on popular crypto coins.
A Python-based framework for back testing, optimizing and identifying cryptocurrency trading strategies using historical data.
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