souzatharsis/open-quant-live-book

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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This open-source book helps quantitative finance professionals, data scientists, and econophysicists understand and apply financial data analysis, algorithmic trading, and portfolio selection techniques. It provides practical examples and code for topics like factor investing and risk parity portfolios, using market data as input to produce reproducible financial models and trading strategies. It's for anyone seeking a hands-on, reproducible guide to modern quantitative finance and financial machine learning.

390 stars. No commits in the last 6 months.

Use this if you need a comprehensive, open-source reference to build and test quantitative trading strategies, optimize portfolios, or apply machine learning to financial data.

Not ideal if you are looking for a simple, non-technical introduction to financial markets or pre-built, ready-to-deploy trading bots.

quantitative-finance algorithmic-trading portfolio-optimization financial-modeling econophysics
Stale 6m No Package No Dependents
Maintenance 0 / 25
Adoption 10 / 25
Maturity 16 / 25
Community 24 / 25

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Stars

390

Forks

94

Language

TeX

License

Last pushed

May 08, 2021

Commits (30d)

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