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Gauss Top 10 (Hits)
Rank Title Category Hits Rating Vote

.NET Top 10 (Hits)
Rank Title Category Hits Rating Vote
1 Johansen Cointegration test for stocks in yahoo finance .NET 5300 0.00 0
2 Option Pricing using the Binomial Tree Model in C# .NET 2870 0.00 0
3 Using Ta-Lib and WPF to calculate MACD Histogram .NET 2638 8.00 1
4 Pairs trading application in C# .NET 2542 0.00 0
5 American Option Pricing in Variance Gamma using Finite Difference .NET 2191 0.00 0
6 Pairs trade finder from Yahoo Finance in C# .NET 1764 0.00 0
7 Yahoo Finance Pairs finder .NET 1746 9.00 1
8 Complex Event Processing in C# .NET 1415 0.00 0
9 ClickOnce deployment of a Pairs Trading application .NET 1256 0.00 0
10 Tradelink - The #1 opensource for Quantitative Trading .NET 1218 0.00 0

Mathematica Top 10 (Hits)
Rank Title Category Hits Rating Vote
1 Binomial tree for Ho Lee interest rate model Mathematica 3409 0.00 0
2 Credit derivatives pricing in HJM term structure Mathematica 1947 0.00 0
3 Pricing Asian Options by Contour Integration Mathematica 1024 0.00 0

Excel Top 10 (Hits)
Rank Title Category Hits Rating Vote
1 GARCH code in Excel Excel 17354 8.00 2
2 Principal Component Analysis PCA Excel 16860 9.00 5
3 Augmented Dickey Fuller Test (ADF) in Excel VBA Excel 14615 8.00 4
4 Implied Volatility Surface Excel 12736 7.00 2
5 Cointegration analysis using Johansen procedure Excel 12707 0.00 0
6 Portfolio Optimization using Markowitz Model Excel 12314 0.00 0
7 Bootstrapping Yield Curve Excel 11003 10.00 1
8 Vector Autoregression (VAR) in Excel Excel 8947 9.00 2
9 Gaussian, Student ,Clayton, Frank and Gumbel copulas Excel 8773 9.00 2
10 Linear Interpolation Excel 8438 10.00 1

C++ Top 10 (Hits)
Rank Title Category Hits Rating Vote
1 C++ Financial Algoritms (Financial Numerical Recipes) C++ 9128 8.00 1
2 Swaption pricing in Libor Market Model(LMM) C++ 5794 0.00 0
3 Garch Fitting by Maximum Likelihood Estimation (MLE) C++ 3807 0.00 0
4 Levenberg-Marquardt nonlinear least squares algorithms in C/C++ C++ 3062 0.00 0
5 Trinomial Tree implementation of Hull-White model C++ 2941 0.00 0
6 CDO Pricing in Gaussian Copula C++ 2904 0.00 0
7 Heston Monte Carlo C++ 2433 0.00 0
8 Code for basket option, call option using Heston model C++ 2384 0.00 0
9 American Option Pricing in VG model using Finite Difference C++ 2272 10.00 1
10 Asian Option Price using 2D Finite Difference Method C++ 2159 0.00 0

Matlab Top 10 (Hits)
Rank Title Category Hits Rating Vote
1 Heston Model Matlab 9594 0.00 0
2 Libor Market Model Matlab 8174 0.00 0
3 Tutorial on Maximum Likelihood estimation Matlab 7693 0.00 0
4 Brownian Bridge Matlab 7522 0.00 0
5 SABR model calibration Matlab 6417 10.00 2
6 Black Litterman model in Matlab Matlab 6094 0.00 0
7 Hull White Monte Carlo simulation Matlab 5819 0.00 0
8 CDO Pricing Using Gaussian Copulas in Matlab Matlab 5666 0.00 0
9 Black Scholes Price & Greeks Matlab 5638 1.00 1
10 LSM Monte Carlo for American Options Pricing Matlab 5312 9.00 3

Java Top 10 (Hits)
Rank Title Category Hits Rating Vote
1 Black-Litterman model Java 2638 0.00 0
2 Monte Carlo Pricers in Java Java 2201 0.00 0
3 Open Source Algorithmic Trading System based on Esper, Spring, InteractiveBrokers and FIX Java 1612 0.00 0
4 Project Martingale Java 1342 0.00 0
5 ojAlgo: Maths and Optimisation for Finance Java 733 10.00 1
6 High frequency trading Library Java 682 4.00 1
7 Analytic Vanilla pricers for Bates Model Java 644 9.00 2
8 Complex event processing in High frequency finance by Esper Java 614 0.00 0
9 Quantitative Finance Library for Java by Idylwood Technologies Java 605 0.00 0
10 ActiveQuant Java 577 0.00 0

Quantlib Top 10 (Hits)
Rank Title Category Hits Rating Vote
1 Swaption pricing in Hull White Model using Trinomial Tree Quantlib 3417 0.00 0
2 Bermudan swaption pricing in Hull White model Quantlib 2666 0.00 0
3 Quantlib examples by Edouard Tallent Quantlib 2368 0.00 0
4 Call price in Heston model with MC Quantlib 1971 0.00 0
5 Swaption Price in Hull White using Quantlib 0.9 Quantlib 1825 0.00 0
6 European Swaption Pricing in HullWhite using Jamshidian Engine Quantlib 1605 0.00 0
7 Bond Option pricing in Hull White Model Quantlib 1414 0.00 0
8 Bond Option Pricing in Vasicek Model Quantlib 1311 0.00 0
9 Forward bond price in Hull White Model Quantlib 1229 0.00 0
10 Analytical Heston Price in Excel with Quantlib server Quantlib 1146 2.00 1

R Top 10 (Hits)
Rank Title Category Hits Rating Vote
1 Beautiful Pairs trading code in R by Paul Teetor R 3748 10.00 1
2 Binomial trees with R R 1886 10.00 1
3 Scripts for Modeling Financial Time Series with S-PLUS R 1829 0.00 0
4 Bootstrapping TSY Yield Curve R 1400 0.00 0
5 CRAN Task View: Empirical Finance R 1052 0.00 0
6 RQuantLib: R interface to the QuantLib library R 991 0.00 0
7 pure R intraday trading framework R 627 0.00 0
8 Code snippet to price a vanilla option in R R 524 0.00 0

SPlus Top 10 (Hits)
Rank Title Category Hits Rating Vote
1 High Frequency Finance FX Library SPlus 859 0.00 0
2 Allan Variance SPlus 783 0.00 0

SAS Top 10 (Hits)
Rank Title Category Hits Rating Vote
1 Gibbs Estimation of Microstructure Models SAS 1125 0.00 0

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