The Open Quant Live Book Initiative

The Open Quant Book

Contribute

The Book is Open and we are looking for co-authors. Feel free to reach out or simply create a pull request with your contribution on our Github project!

Working Contents

1.The Basics

I/O
Stylized Facts
Correlation & Causation

2.Algo Trading

Investment Process
Backtesting
Factor Investing
Limit Order

3.Portfolio Optimization

Modern Portfolio Theory
Measuring Risk
Linear Programming

4.Machine Learning

Intro
Agent-Based Models
Binary Classifiers
AutoML
Hierarchical Risk Parity

5.Econophysics

Entropy, Efficiency and Coupling
Transfer Entropy, Information Transfer and Causality
Financial Networks

6.Alternative Data

Book’s information

First published at: openquant.netlify.com.

Licensed under Attribution-NonCommercial-ShareAlike 4.0 International.