An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!
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Updated
May 8, 2021 - TeX
An open source, hands-on and fully reproducible book in quantitative finance, data science and econophysics. Join us and help Make Wall Street Great Again!
We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.
Collection of Python scripts for the book "An Introduction to Econophysics: Contemporary Approaches with Python Simulations"
Price response function and spread impact analysis in correlated financial markets
Module for GPU-Accelerated Kinetic Wealth Exchange Models on Complex Networks
analyzing power-laws fits of financial time series data
Econofísica/Econophysics
Toolkit for stylized facts
Some basic econophysics models and concepts
This project studies Order-driven markets, by using three different econophysics models
Molde of cooperation with interaction diversity and reputation-updating timescale
This repository contains a stochastical study of wealth and money distributions based in Dragulescu and Yakovenko models.
Implementation of games on networks for controlling the inequalities in the capital distribution
Repository per gli esercizi del Laboratorio di Simulazione Numerica ed.2023
Price response function and spread impact analysis in foreign exchange markets
Codebase: Novel scaling law governing stock price dynamics
The Project IsoCrypto was inspired by statistical tools applied in the data mining of astrophysics data. The main references were theoretical curves adjusted in open clusters – these curves are called isochrones. Therefore, this project aims to amplify the applications of those curves in econophysics.
Gravlaw-model is a data visualization project for the econophysic's concept of Gravity law used for modeling inter-cities traffic.
Complex PCA & SVD to study lead-lag correlations in financial data and further applications
Model for the distribution of wealth in a community
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