Directory of Open Source Software for Quantitative Finance & Trading

This Week’s Popular Quantitative Finance Code

Type	Title	Download	Hits	Share
Excel	Augmented Dickey Fuller Test (ADF) in Excel VBA	Download	35	Share
Excel	Principal Component Analysis PCA	Download	26	Share
Excel	Excel Options monitor and strategy analyzer using Google Finance as data source	Download	23	Share
Excel	Cointegration analysis using Johansen procedure	Download	22	Share
Excel	Vector Autoregression (VAR) in Excel	Download	22	Share
Excel	Hull White model calibration using Levenberg Marquardt	Download	20	Share
Excel	Bootstrapping Yield Curve	Download	19	Share
Excel	Portfolio Optimization using Markowitz Model	Download	19	Share
Excel	GARCH code in Excel	Download	19	Share
Excel	Linear Interpolation	Download	18	Share
Excel	MACD - Spreadsheet to calculate profit from trading startegy using MACD	Download	16	Share
Excel	Asian Option price using Monte carlo simulation	Download	15	Share
Excel	Interest Rate Modeling by Kurt Hess	Download	14	Share
Excel	Mersenne Twister VBA Class	Download	14	Share
Excel	Generating multivariate normal random numbers in VBA	Download	13	Share
Matlab	Matlab program files for Stochastic Differential Equations	Download	13	Share
Excel	Implied Volatility Surface	Download	13	Share
Excel	Example of using Levenberg Marquardt for Parameters calibration in Excel	Download	13	Share
Matlab	Variance Swap Pricing	Download	12	Share
Matlab	Alternating Direction Implicit (ADI)	Download	12	Share