Repository for Open Finance Lab studies.
Open Finance Lab is a project intended to explore economic and finance concepts, focused (but not exclusively!) in Brazilian markets. Although some explorations might look exclusively theoretical, they are meant to be practice driven, and are done in order to test if and how the theoretical result holds.
We have presential meetings every Wednesday at 19pm in C.O.T.I., in Brasília, Brazil.
Simply clone or fork the repository and explore the notebooks.
- Python >= 3.6
- Jupyter Notebooks
Collaboration is welcome: any mistake spotted or any improvement to suggest, please submit an issue and/or pull request. Please read CONTRIBUTING.md before sending a pull request for details on the process.
This section covers crucial concepts of trading and investment (in order for best understanding), some coding resources, some data sources and other worthwhile projects.
- Math Games - Breaking the Market
- Ergodicity Economics - Ole Peters and Alexander Adamou (2018)
- Farmer's Fable
- Ray Dalio breaks down his "Holy Grail"
- God Portfolio - Alpha Architect
- Option Alpha - Free Options Trading Courses
- Safe Haven Investing Part I - Not all risk mitigation is created equal - Universa Investments (2017)
- Safe Haven Investing Part II - Not all risk is created equal - Universa Investments (2017)
- Safe Haven Investing Part III - Those wonderful tenbaggers - Universa Investments (2017)
- Kelly Criterion - Easy version - Investopedia
- A New Interpretation of Information Rate (The Kelly Criterion) - Kelly (1956)
- The kelly criterion in blackjack sports betting, and the stock market - Ed. Thorp
- Curva de Juros - Anbima
- Séries Históricas - B3
- Histórico de preços e taxas - Tesouro direto
- LambdaClass' Finance Playground (Our inspiration)
- Ergodicity Economics
- Processamento Digital de Sinais Financeiros
- Breno Brito - Initial work
See also the list of contributors who participated in this project.
This project is licensed under the MIT License - see the LICENSE file for details.