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About the Book

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.

The Book is (and will always be) open and live! We are looking for co-authors, so visit our Github project and contribute! The Book is licensed under Attribution-NonCommercial-ShareAlike 4.0 International.


About the Author

Thársis Souza, PhD’s avatar Thársis Souza, PhD

@souzatharsis

Tharsis Souza is Strategic Innovation, Director at Axioma Inc., the leading provider of innovative risk-management and portfolio-construction solutions to financial institutions worldwide.

Co-founder and creator at OpenQuants.com on Data Science, Finance and Alternative Data.

Co-founded the Financial Services vertical at Yewno Inc., a Silicon Valley-based start-up that leverages AI to build innovative products launching equity indexes with STOXX and Nasdaq, alternative data feeds with Factset and Quandl as well as an AI financial platform for investment managers.

Launched new Market Risk and OTC products in the banking and stock exchange industries and developed research at UCL, University of London.

Author of scientific publications in machine learning, financial computing and analytics. Ad-hoc reviewer of scientific journals such as Science Advances (AAAS) and The Journal of Network Theory in Finance.

Speaker in various academic and industry conferences on Computer Science, Fintech and Artificial Intelligence.

Ph.D. in Computer Science from UCL, University of London and M.Sc. in Computer Science from the University of Sao Paulo.

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