Directory of Open Source Software for Quantitative Finance & Trading

Recent Quantitative Finance Jobs

Recent Quant Classifieds

Title	Price	Dated	Location
For Sale: Quant services		2011/6/15	London Or Vienna
For Sale: Available for part time consulatation/ programming	50 US$	2010/10/23	New York
For Sale: We provide consulting services in quantitative investment research and risk management.	1 US$	2008/2/24	94119 San Francisco
For Sale: Optimization Projects consultant	150 US$	2008/1/12	US Or Canada

Recent Quantitative Finance Software

Mersenne Twister VBA Class (2011/10/18)
Bootstrapping TSY Yield Curve (2011/9/19)
Open Source Algorithmic Trading System based on Esper, Spring, InteractiveBrokers and FIX (2011/8/15)
US Recession prediction (2011/4/4)
Binomial option pricing formula (2011/3/17)

Recent Quantitative Finance Topics

Forum	Topic	Replies	Views	Last Post
QuantFinance	Which data should I use for backtesting?	0	65	2012/1/26 4:38 david321
Software	Backtesting Option Strategies	1	1886	2012/1/20 22:05 silahian
QuantFinance	Hull White 2 factor model	0	372	2011/12/15 10:00 beatnik
QuantFinance	Data Storage	0	280	2011/11/28 10:50 tmarcelino
QuantFinance	Question about CMS and Range Accrual	0	361	2011/11/21 12:39 titoquant

Recent Comments

Pairs trade finder from Yahoo Finance in C#	Software	Anonymous	2012/1/30 12:08
Local volatility surface	Software	Anonymous	2012/1/28 8:56
Principal Component Analysis PCA	Software	Anonymous	2012/1/25 22:24
Principal Component Analysis PCA	Software	Anonymous	2012/1/25 22:04
Tutorial code for simulating from Weibull ACD model	Software	Anonymous	2012/1/24 19:37

Recent Quant Links

Recent Quant Papers

An efficient lattice algorithm for the Libor Market Model (Fri, 28-Oct-2011)
Easy calculation of Parametric Value at Risk (Fri, 15-Apr-2011)
ON THE MODELLING, DESIGN AND VALUATION OF COMMODITY DERIVATIVES (Fri, 18-Mar-2011)
fromulas and sample GUI for options (Fri, 18-Mar-2011)
Stochastic Calculus: Applications in Finance (Fri, 18-Mar-2011)

Recent FAQs List

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