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
An end-to-end Python implementation of Cao et al.'s (2025) HLPPL methodology for the identification of financial (asset price) bubbles. Implements 7-parameter Log-Periodic Power Law model fitting, confidence-weighted sentiment analysis, regime-dependent 'BubbleScore' fusion, and Transformer-based forecasting with a backtesting framework.
Topological data analysis of market crashes: persistent homology of four US indices, 1992-2026. The signal measures decoupling, not crash size, and detects rather than predicts.
analyzing power-laws fits of financial time series data
Module for GPU-Accelerated Kinetic Wealth Exchange Models on Complex Networks
Econofísica/Econophysics
Some basic econophysics models and concepts
Toolkit for stylized facts
This repository contains a stochastical study of wealth and money distributions based in Dragulescu and Yakovenko models.
This project studies Order-driven markets, by using three different econophysics models
Econophysics can be understood as a specific set of unorthodox approaches within economics that conceive of the economic system as a complex system. Its specificity lies in its historical origin and methodological inspiration in physics and a strongly data-based orientation
Physics of risk, complexity and socio-economic systems.
Molde of cooperation with interaction diversity and reputation-updating timescale
Implementation of games on networks for controlling the inequalities in the capital distribution
Applying graph theory to the Philippine stock market to reveal which stocks hold the entire PSEi together and what happens when they fall. Includes Archipelago, an interactive contagion and portfolio risk app.
Codebase: Novel scaling law governing stock price dynamics
Price response function and spread impact analysis in foreign exchange markets
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