index.Rmd

--- 
title: "The Open Quant Live Book"
author: "OpenQuants.com"
date: "`r Sys.Date()`"
output: bookdown::gitbook
site: bookdown::bookdown_site
documentclass: book
bibliography: [book.bib,packages.bib]
biblio-style: apalike
link-citations: yes
colorlinks: yes
links-as-notes: true
toc_depth: 3
toc_unnumbered: no
toc_appendix: yes
github-repo: souzatharsis/open-quant-live-book
cover-image: ./fig/cover.jpg
description: "The Open Quant Live Book"
---



```{r include=FALSE}
source("./chapters/util.R")
```

```{r include = FALSE}
if(!knitr:::is_html_output())
{
  options("width"=56)
  knitr::opts_chunk$set(tidy.opts=list(width.cutoff=56, indent = 2), tidy = TRUE)
  knitr::opts_chunk$set(fig.pos = 'H', fig.align = "center")
  knitr::opts_chunk$set(error = FALSE,     # suppress errors
                      message = FALSE,   # suppress messages
                      warning = FALSE   # suppress warnings
                      )      # enable caching
}
```




\newcommand{\independent}{\perp\!\!\!\!\perp}
\DeclarePairedDelimiter\ceil{\lceil}{\rceil}
\DeclarePairedDelimiter\floor{\lfloor}{\rfloor}

# Preface {-}


<img style="border:5px solid black" src="./fig/cover.jpg" alt="The Open Quant Book">

### Description {-}

The book aims to be an Open Source introductory reference of the most important aspects of financial data analysis, algo trading, portfolio selection, econophysics and machine learning in finance with an emphasis in reproducibility and openness not to be found in most other typical Wall Street-like references.

### Contribute {-}

The Book is Open and we welcome co-authors. Feel free to [reach out](https://www.openquants.com/contact) or simply create a pull request with your contribution! See project structure, guidelines and how to contribute [here](https://github.com/souzatharsis/open-quant-live-book/blob/master/CONTRIBUTING.md).

### Working Contents {-}

1. The Basics

+ I/O
+ Stylized Facts

2. Algo Trading   

+ Investment Process
+ Backtesting
+ Factor Investing
+ Limit Order

3. Portfolio Optimization

+ Convex Optimization
+ Risk Parity Portfolios

4. Machine Learning

+ Intro
+ Agent-Based Models
+ Binary Classifiers
+ Reinforcement Learning
+ Deep Learning
+ Hierarchical Risk Parity
+ AutoML

5. Econophysics

+ Entropy, Efficiency and Bubbles
+ Nonparametric Statistical Causality: An Information-Theoretical Approach
+ Financial Networks

6. Alternative Data

+ The Market, The Players, The Rules
+ Case Studies

### Book's information {-}

First published at: [openquants.com](https://openquants.com/).

Licensed under [Attribution-NonCommercial-ShareAlike 4.0 International](https://creativecommons.org/licenses/by-nc-sa/4.0/). 

```{r echo=FALSE, out.width='15%'}
knitr::include_graphics('fig/by-nc-sa.png')
```

```{block2, type='flushright', html.tag='p'}
Copyright (c) 2019. OpenQuants.com, New York, NY.


```{block2, type='flushright', html.tag='p'}
[![Become a patron](https://github.com/souzatharsis/open-quant-live-book/blob/master/fig/patreon.png)](http://patreon.com/openquants)
```

```{r include=FALSE}
# automatically create a bib database for R packages
knitr::write_bib(c(
  .packages(), 'bookdown', 'knitr', 'rmarkdown', 'RTransferEntropy', 'Quandl', 'riskParityPortfolio', 'fPortfolio', 'xts',
  'purrr', 'rlist', 'lubridate'
), 'packages.bib')
 ```