| Gauss Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| .NET Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Option Pricing using the Binomial Tree Model in C# | .NET | 2183 | 0.00 | 0 |
| 2 | American Option Pricing in Variance Gamma using Finite Difference | .NET | 1690 | 0.00 | 0 |
| 3 | Pairs trading application in C# | .NET | 1443 | 0.00 | 0 |
| 4 | Yahoo Finance Pairs finder | .NET | 1094 | 0.00 | 0 |
| 5 | Using Ta-Lib and WPF to calculate MACD Histogram | .NET | 1067 | 0.00 | 0 |
| 6 | Johansen Cointegration test for stocks in yahoo finance | .NET | 884 | 0.00 | 0 |
| 7 | Pairs trade finder from Yahoo Finance in C# | .NET | 826 | 0.00 | 0 |
| 8 | Complex Event Processing in C# | .NET | 766 | 0.00 | 0 |
| 9 | ClickOnce deployment of a Pairs Trading application | .NET | 641 | 0.00 | 0 |
| 10 | Tradelink - The #1 opensource for Quantitative Trading | .NET | 634 | 0.00 | 0 |
| Mathematica Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Binomial tree for Ho Lee interest rate model | Mathematica | 2659 | 0.00 | 0 |
| 2 | Credit derivatives pricing in HJM term structure | Mathematica | 1496 | 0.00 | 0 |
| 3 | Pricing Asian Options by Contour Integration | Mathematica | 750 | 0.00 | 0 |
| Excel Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | GARCH code in Excel | Excel | 13682 | 8.00 | 2 |
| 2 | Principal Component Analysis PCA | Excel | 12266 | 9.00 | 5 |
| 3 | Implied Volatility Surface | Excel | 10354 | 7.00 | 2 |
| 4 | Cointegration analysis using Johansen procedure | Excel | 8905 | 0.00 | 0 |
| 5 | Portfolio Optimization using Markowitz Model | Excel | 7666 | 0.00 | 0 |
| 6 | Gaussian, Student ,Clayton, Frank and Gumbel copulas | Excel | 6659 | 9.00 | 2 |
| 7 | Bootstrapping Yield Curve | Excel | 6655 | 10.00 | 1 |
| 8 | Constant Maturity Swap Pricing with Convexity adjustment | Excel | 5981 | 0.00 | 0 |
| 9 | Heston Call Option Price using Monte Carlo | Excel | 5784 | 7.00 | 3 |
| 10 | Augmented Dickey Fuller Test (ADF) in Excel VBA | Excel | 5665 | 7.00 | 3 |
| C++ Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | C++ Financial Algoritms (Financial Numerical Recipes) | C++ | 8343 | 8.00 | 1 |
| 2 | Swaption pricing in Libor Market Model(LMM) | C++ | 4651 | 0.00 | 0 |
| 3 | Garch Fitting by Maximum Likelihood Estimation (MLE) | C++ | 3040 | 0.00 | 0 |
| 4 | Levenberg-Marquardt nonlinear least squares algorithms in C/C++ | C++ | 2595 | 0.00 | 0 |
| 5 | CDO Pricing in Gaussian Copula | C++ | 2346 | 0.00 | 0 |
| 6 | Trinomial Tree implementation of Hull-White model | C++ | 2159 | 0.00 | 0 |
| 7 | Heston Monte Carlo | C++ | 2001 | 0.00 | 0 |
| 8 | Code for basket option, call option using Heston model | C++ | 1789 | 0.00 | 0 |
| 9 | American Option Pricing in VG model using Finite Difference | C++ | 1789 | 10.00 | 1 |
| 10 | CDO pricing without Monte carlo simulation | C++ | 1774 | 8.00 | 1 |
| Matlab Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Heston Model | Matlab | 6874 | 0.00 | 0 |
| 2 | Libor Market Model | Matlab | 6797 | 0.00 | 0 |
| 3 | Tutorial on Maximum Likelihood estimation | Matlab | 6317 | 0.00 | 0 |
| 4 | SABR model calibration | Matlab | 5205 | 10.00 | 2 |
| 5 | Black Litterman model in Matlab | Matlab | 5160 | 0.00 | 0 |
| 6 | Black Scholes Price & Greeks | Matlab | 4550 | 1.00 | 1 |
| 7 | LSM Monte Carlo for American Options Pricing | Matlab | 4402 | 9.00 | 2 |
| 8 | CDO Pricing Using Gaussian Copulas in Matlab | Matlab | 4398 | 0.00 | 0 |
| 9 | Hull White Monte Carlo simulation | Matlab | 4042 | 0.00 | 0 |
| 10 | Solving Nonlinear Equations with Newton's Method | Matlab | 3934 | 0.00 | 0 |
| Java Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Black-Litterman model | Java | 1912 | 0.00 | 0 |
| 2 | Monte Carlo Pricers in Java | Java | 1730 | 0.00 | 0 |
| 3 | Project Martingale | Java | 988 | 0.00 | 0 |
| 4 | Open Source Algorithmic Trading System based on Esper, Spring, InteractiveBrokers and FIX | Java | 577 | 0.00 | 0 |
| 5 | ojAlgo: Maths and Optimisation for Finance | Java | 470 | 10.00 | 1 |
| 6 | Analytic Vanilla pricers for Bates Model | Java | 395 | 9.00 | 2 |
| 7 | Complex event processing in High frequency finance by Esper | Java | 329 | 0.00 | 0 |
| 8 | ActiveQuant | Java | 128 | 0.00 | 0 |
| 9 | Quantitative Finance Library for Java by Idylwood Technologies | Java | 5 | 0.00 | 0 |
| Quantlib Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Swaption pricing in Hull White Model using Trinomial Tree | Quantlib | 2528 | 0.00 | 0 |
| 2 | Bermudan swaption pricing in Hull White model | Quantlib | 1691 | 0.00 | 0 |
| 3 | Call price in Heston model with MC | Quantlib | 1334 | 0.00 | 0 |
| 4 | Quantlib examples by Edouard Tallent | Quantlib | 1259 | 0.00 | 0 |
| 5 | European Swaption Pricing in HullWhite using Jamshidian Engine | Quantlib | 1141 | 0.00 | 0 |
| 6 | Swaption Price in Hull White using Quantlib 0.9 | Quantlib | 1056 | 0.00 | 0 |
| 7 | Bond Option pricing in Hull White Model | Quantlib | 956 | 0.00 | 0 |
| 8 | Bond Option Pricing in Vasicek Model | Quantlib | 878 | 0.00 | 0 |
| 9 | Analytical Heston Price in Excel with Quantlib server | Quantlib | 866 | 2.00 | 1 |
| 10 | Forward bond price in Hull White Model | Quantlib | 828 | 0.00 | 0 |
| R Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Beautiful Pairs trading code in R by Paul Teetor | R | 1527 | 10.00 | 1 |
| 2 | Scripts for Modeling Financial Time Series with S-PLUS | R | 1345 | 0.00 | 0 |
| 3 | Binomial trees with R | R | 1317 | 10.00 | 1 |
| 4 | Bootstrapping TSY Yield Curve | R | 875 | 0.00 | 0 |
| 5 | CRAN Task View: Empirical Finance | R | 763 | 0.00 | 0 |
| 6 | RQuantLib: R interface to the QuantLib library | R | 714 | 0.00 | 0 |
| 7 | Code snippet to price a vanilla option in R | R | 254 | 0.00 | 0 |
| SPlus Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | High Frequency Finance FX Library | SPlus | 615 | 0.00 | 0 |
| 2 | Allan Variance | SPlus | 543 | 0.00 | 0 |
| SAS Top 10 (Hits) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Gibbs Estimation of Microstructure Models | SAS | 782 | 0.00 | 0 |
