Tradelink is one of the best applications to understand if you are starting to learn Quantitative Trading or High frequency finance. You will be able to learn how broker APIs are connected by studying the code, and understand how trading strategies are implemented by Quants.
Following has steps to for a quick start:
http://www.quantcode.com/modules/smartfaq/faq.php?faqid=93

This program demonstrates using TA-LIB to calculate MACD histogram for closing price of MSFT stock. After clicking the button, results are displayed in the listview.
For more information on using Ta-Lib and C# WPF, please refer http://www.quantcode.com/modules/smartfaq/faq.php?faqid=92

Fairmat is a multi-platform software that allows to model financial contracts, e.g. a derivative contract like an interest rate swap, or projects with many contingencies, e.g. a Real Options model, by decomposing it into basic parts.

Fairmat is extensible by means of plug-ins.

By AndrewPeters.
Calculates the present value of an American option using the Cox-Ross-Rubenstein binomial tree model

Discussed in http://www.wilmott.com/

Implements paper

A. Hirsa, D.B. Madan, Pricing American options under variance gamma