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

analyzing power-laws fits of financial time series data

Econofísica/Econophysics

Module for GPU-Accelerated Kinetic Wealth Exchange Models on Complex Networks

Some basic econophysics models and concepts

Toolkit for stylized facts

This project studies Order-driven markets, by using three different econophysics models

Econophysics is a methodology that uses techniques inspired by physics to investigate economic problems. These methods include models, simulations, and data analysis focusing on value, labor, capital, inequality, and class dynamics.

This repository contains a stochastical study of wealth and money distributions based in Dragulescu and Yakovenko models.

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

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.

Price response function and spread impact analysis in foreign exchange markets

Codebase: Novel scaling law governing stock price dynamics

Model for the distribution of wealth in a community

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.