econophysics topic

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!

souzatharsis

We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.

FinancialComputingUCL

Price response function and spread impact analysis in correlated financial markets

juanhenao21

Collection of Python scripts for the book "An Introduction to Econophysics: Contemporary Approaches with Python Simulations"

StxGuy