@misc{zhang2024quantformer,
  title={Quantformer: from attention to profit with a quantitative transformer trading strategy},
  author={Zhaofeng Zhang and Banghao Chen and Shengxin Zhu and Nicolas Langrené},
  year={2024},
  eprint={2404.00424},
  archivePrefix={arXiv},
  primaryClass={q-fin.MF},
  url={https://arxiv.org/abs/2404.00424}
}