| Gauss Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| .NET Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | American Option Pricing in Variance Gamma using Finite Difference | .NET | 1690 | 0.00 | 0 |
| 2 | Matrix Transpose in C# using GSL | .NET | 271 | 0.00 | 0 |
| 3 | Multi regression with Standard Errors in C# using GSL | .NET | 279 | 0.00 | 0 |
| 4 | ADF testing application in C# | .NET | 553 | 0.00 | 0 |
| 5 | Online Yahoo Quotes to MySQL Database Downloader application | .NET | 391 | 0.00 | 0 |
| 6 | Pairs trade finder from Yahoo Finance in C# | .NET | 826 | 0.00 | 0 |
| 7 | GSL binaries to use in C# code for 64 bit | .NET | 300 | 0.00 | 0 |
| 8 | Johansen Cointegration test for stocks in yahoo finance | .NET | 884 | 0.00 | 0 |
| 9 | High Performance charting library in C# WPF | .NET | 565 | 0.00 | 0 |
| 10 | Triplets finder application | .NET | 428 | 0.00 | 0 |
| Mathematica Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Credit derivatives pricing in HJM term structure | Mathematica | 1497 | 0.00 | 0 |
| 2 | Pricing Asian Options by Contour Integration | Mathematica | 750 | 0.00 | 0 |
| 3 | Binomial tree for Ho Lee interest rate model | Mathematica | 2660 | 0.00 | 0 |
| Excel Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | US Recession prediction | Excel | 1105 | 10.00 | 1 |
| 2 | Nelder Mead Simplex method tutorial | Excel | 3388 | 10.00 | 1 |
| 3 | Linear Interpolation | Excel | 5529 | 10.00 | 1 |
| 4 | Vector Autoregression (VAR) in Excel | Excel | 4806 | 10.00 | 1 |
| 5 | Example of using Levenberg Marquardt for Parameters calibration in Excel | Excel | 2620 | 10.00 | 1 |
| 6 | Blundell/Ward filter | Excel | 668 | 10.00 | 1 |
| 7 | Mersenne Twister VBA Class | Excel | 1588 | 10.00 | 1 |
| 8 | Bootstrapping Yield Curve | Excel | 6658 | 10.00 | 1 |
| 9 | Dynamic Asset Allocation Strategies (for Prop Trading and Hedge Funds) | Excel | 4133 | 10.00 | 3 |
| 10 | Large Collection of Math and Quant Finance Algorithms | Excel | 2165 | 10.00 | 2 |
| C++ Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Heston calibration using Adaptive simulated annealing | C++ | 1033 | 10.00 | 1 |
| 2 | American Option Pricing in VG model using Finite Difference | C++ | 1789 | 10.00 | 1 |
| 3 | Quantlib | C++ | 1199 | 9.00 | 2 |
| 4 | CDO pricing without Monte carlo simulation | C++ | 1774 | 8.00 | 1 |
| 5 | C++ Financial Algoritms (Financial Numerical Recipes) | C++ | 8343 | 8.00 | 1 |
| 6 | NewMat C++ Matrix Library | C++ | 1305 | 8.00 | 1 |
| 7 | Windows / Linux / Unix Real-time Options Calculator | C++ | 650 | 8.00 | 2 |
| 8 | Meta Systems library | C++ | 842 | 8.00 | 1 |
| 9 | GNU Scientific Library | C++ | 990 | 8.00 | 1 |
| 10 | Hodrick Prescott Filter | C++ | 993 | 7.00 | 2 |
| Matlab Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | SABR model calibration | Matlab | 5205 | 10.00 | 2 |
| 2 | Matlab Code: "Correlation expansions for CDO pricing" | Matlab | 676 | 10.00 | 1 |
| 3 | Derman Kani Implied Binomial Tree | Matlab | 1592 | 10.00 | 1 |
| 4 | Inflation Indexed Convertible Bond Pricing using Binomial Tree | Matlab | 1250 | 9.00 | 1 |
| 5 | Efiicient frontier plot for Markowitz portfolio | Matlab | 2817 | 9.00 | 1 |
| 6 | Matlab website of Eric JONDEAU & Michael ROCKINGER | Matlab | 678 | 9.00 | 1 |
| 7 | LSM Monte Carlo for American Options Pricing | Matlab | 4404 | 9.00 | 2 |
| 8 | Spread Option using Three Dimensional Binomial Tree | Matlab | 1340 | 8.00 | 1 |
| 9 | Fast Scatter plot for Octave | Matlab | 1045 | 8.00 | 1 |
| 10 | Barrier option price using Crank Nicholson Finite difference method | Matlab | 1334 | 7.00 | 1 |
| Java Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | ojAlgo: Maths and Optimisation for Finance | Java | 470 | 10.00 | 1 |
| 2 | Analytic Vanilla pricers for Bates Model | Java | 395 | 9.00 | 2 |
| 3 | Project Martingale | Java | 988 | 0.00 | 0 |
| 4 | Monte Carlo Pricers in Java | Java | 1730 | 0.00 | 0 |
| 5 | Black-Litterman model | Java | 1912 | 0.00 | 0 |
| 6 | Complex event processing in High frequency finance by Esper | Java | 329 | 0.00 | 0 |
| 7 | Open Source Algorithmic Trading System based on Esper, Spring, InteractiveBrokers and FIX | Java | 577 | 0.00 | 0 |
| 8 | ActiveQuant | Java | 128 | 0.00 | 0 |
| 9 | Quantitative Finance Library for Java by Idylwood Technologies | Java | 6 | 0.00 | 0 |
| Quantlib Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Analytical Heston Price in Excel with Quantlib server | Quantlib | 866 | 2.00 | 1 |
| 2 | Bermudan swaption pricing in Hull White model | Quantlib | 1691 | 0.00 | 0 |
| 3 | Swaption Price in Hull White using Quantlib 0.9 | Quantlib | 1056 | 0.00 | 0 |
| 4 | Forward rate dynamics demo for Short rate Models | Quantlib | 576 | 0.00 | 0 |
| 5 | Showing graphs in Quantlib | Quantlib | 423 | 0.00 | 0 |
| 6 | Forward bond price in Hull White Model | Quantlib | 828 | 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 | Use Quantlib to get Fair Swap Rate in Vasicek Model | Quantlib | 500 | 0.00 | 0 |
| 10 | Pricing an inarrear swap - Quantlib code snippet | Quantlib | 472 | 0.00 | 0 |
| R Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Binomial trees with R | R | 1317 | 10.00 | 1 |
| 2 | Beautiful Pairs trading code in R by Paul Teetor | R | 1528 | 10.00 | 1 |
| 3 | CRAN Task View: Empirical Finance | R | 764 | 0.00 | 0 |
| 4 | RQuantLib: R interface to the QuantLib library | R | 714 | 0.00 | 0 |
| 5 | Scripts for Modeling Financial Time Series with S-PLUS | R | 1345 | 0.00 | 0 |
| 6 | Code snippet to price a vanilla option in R | R | 254 | 0.00 | 0 |
| 7 | Bootstrapping TSY Yield Curve | R | 875 | 0.00 | 0 |
| SPlus Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Allan Variance | SPlus | 543 | 0.00 | 0 |
| 2 | High Frequency Finance FX Library | SPlus | 615 | 0.00 | 0 |
| SAS Top 10 (Rating) | |||||
|---|---|---|---|---|---|
| Rank | Title | Category | Hits | Rating | Vote |
| 1 | Gibbs Estimation of Microstructure Models | SAS | 782 | 0.00 | 0 |
