Beyond Trend Following: Deep Learning for Market Trend Prediction

Fernando Berzal, Alberto Garcia
6/10/2024
q-fin.TRcs.AIcs.LG

No confident code implementation found for this paper.

Abstract

Trend following and momentum investing are common strategies employed by asset managers. Even though they can be helpful in the proper situations, they are limited in the sense that they work just by looking at past, as if we were driving with our focus on the rearview mirror. In this paper, we advocate for the use of Artificial Intelligence and Machine Learning techniques to predict future market trends. These predictions, when done properly, can improve the performance of asset managers by increasing returns and reducing drawdowns.

View on arXivView PDF

Code Implementations

No confident code match yet

We couldn't find an author-owned or strongly-evidenced community implementation for this paper. Any repos shown below are weak matches — verify before relying on them.

No code implementations found yet.

Know of an implementation? Let us know in the comments below!

Similar Papers

Cite this paper

@article{berzal2024beyond,
  title  = {Beyond Trend Following: Deep Learning for Market Trend Prediction},
  author = {Fernando Berzal and Alberto Garcia},
  year   = {2024},
  eprint = {2407.13685},
  archivePrefix = {arXiv},
  url    = {http://arxiv.org/abs/2407.13685v1}
}

Add a badge to your README

Shows whether official code is linked for this paper.

Code of Paper badge
[![Code of Paper](https://codeofpaper.com/badge/2407.13685.svg)](https://codeofpaper.com/paper/2407.13685)

Discussion