Financial Technology Focus

Quod Financial

Wed, 04 Nov 2009 05:51:00 -0800

London, GB - Illuminating trading for the global capital markets.

CS Stars

Tue, 19 May 2009 07:54:06 -0700

London, GB - CS STARS is a business unit of Marsh Client Technologies that serves the technology needs of risk management professionals and the P&C insurance industry.

SemLab

Tue, 05 May 2009 08:23:11 -0700

Alphen aan den Rijn, NL -

ILOG Ltd

Mon, 27 Apr 2009 07:22:03 -0700

Bracknell, GB - ILOG's innovative solutions help thousands of industry leaders worldwide make crucial business decisions while increasing agility, cutting costs and slashing schedules.

R2 Financial Technologies Inc

Mon, 08 Dec 2008 03:41:02 -0800

Toronto, CA - R2 delivers actionable, content-driven valuation, risk and capital management solutions, which integrate advanced quantitative methodologies, financial technology and data.

SolveXia EMEA Limited

Mon, 01 Dec 2008 04:34:33 -0800

London, GB - SolveXia's Software as a Service ("SaaS") internet portal offers enterprise hosting with full audit, control, scheduling and security within an integrated suite of risk management applications for analytical users in the financial services community.

Tradermade International Limited

Wed, 26 Nov 2008 05:47:35 -0800

Bromley, GB -

Financial Tradeware Plc

Wed, 26 Nov 2008 02:57:05 -0800

London, GB - Financial Tradeware provides integrated front to back office trading applications dedicated to the collective investments and discretionary management industries, also delivering STP enabling messaging and FIX-based trading. The S-Messenger® application creates, transforms and transports all ISO/SWIFT messages. With Europeenne de Gestion Privee (www.eurogp.com), we offer direct hosted SWIFT connectivity to eligible financial institutions and to non-financial firms and corporates.

Wolfram Research Europe Ltd

Wed, 26 Nov 2008 01:10:56 -0800

Long Hanborough, GB - Founded by Stephen Wolfram in 1987, Wolfram Research develop the Matematica Platform and are pioneers in computational science and the computational paradigm.

The MathWorks, Inc.

Wed, 26 Nov 2008 01:02:54 -0800

Natick, GB - MathWorks produces MATLAB, a high-level language and interactive environment which performs computationally intensive tasks faster than traditional programming languages such as C, C++, and Fortran.

REvolution Computing

Tue, 25 Nov 2008 05:09:43 -0800

New Haven, US - REvolution Computing is the leading commercial provider of software and support for the statistical computing language known as "R."

uni software plus GmbH

Tue, 04 Nov 2008 00:39:43 -0800

Linz, AT -

MathConsult GmbH

Tue, 04 Nov 2008 00:32:54 -0800

Linz, AT - In 1996, MathConsult GmbH was founded by Prof. Heinz W. Engl as a company providing software solutions in the field of industrial mathematics.

FTEN, Inc

Thu, 30 Oct 2008 09:35:44 -0700

New York, US - FTEN is the preeminent independent provider of fully managed financial technology solutions for the world's leading financial institutions.

CCH SWORD

Tue, 21 Oct 2008 09:00:50 -0700

Dublin, 2, IE - CCH SWORD are acknowledged experts in operational risk control, compliance and certainty.

Migratory Data Systems SRL

Mon, 13 Oct 2008 01:35:38 -0700

Lasi, RO - Migratory combines innovative research in asynchronous systems, quantitative research, and experience in building trading systems. Its business is developing software products and quantitative models to help its customers to build high performance intelligent trading systems.

Mason Stone Ltd

Tue, 30 Sep 2008 03:28:06 -0700

, GB - Mason Stone Limited is a software company providing systems for advisory companies to manage the process of M&A, fund raising, MBOs and other corporate finance undertakings.

Focus Solutions Group plc

Fri, 26 Sep 2008 05:14:43 -0700

Leamington Spa, GB - Focus Solutions is an established and proven supplier of enterprise solutions to the financial services industry in both the UK and Ireland.

Hanweck Associates, LLC

Wed, 24 Sep 2008 00:46:36 -0700

New York, US - Hanweck Associates, LLC, specializes in trading, risk-management and investment systems and strategies for financial institutions.

Trace Financial Ltd

Fri, 12 Sep 2008 06:35:41 -0700

London, GB - IT Solutions for Financial Systems Integration.

QuantHouse

Wed, 10 Sep 2008 03:15:22 -0700

London, GB - QuantHouse is a global leader in end-to-end systematic trading solutions.

Norkom Technologies

Tue, 02 Sep 2008 04:30:47 -0700

Dublin 1, IE - Norkom is a market-leading provider of innovative financial crime and compliance solutions to the global financial services industry.

EdgeTrade LLC

Tue, 01 Jul 2008 01:21:57 -0700

Jersey City, GB - EdgeTrade was founded in 1996, on the premise that traders should be in a position to exercise complete control over the trading and execution process. Innovative technology, EdgeTrade maintains, is a key leveling force and enabler to empowering traders.

SuperDerivatives

Tue, 24 Jun 2008 03:07:51 -0700

London, GB - SuperDerivatives is a leading derivatives solution provider. It provides real-time accurate pricing for all options through its unique pricing model that has become the world benchmark for option pricing.

Wiley - MATLAB Resources for Statistics and Engineering

Thu, 19 Nov 2009 06:11:26 -0800

Wiley have drawn together a collection of titles that also carry downloadable extras, so if you are looking for codes or simulations you might find them here.

Swiss army knife MATLAB programs for quantitative finance

Mon, 09 Nov 2009 00:13:35 -0800

Making efficient use of MATLAB for quantitative finance requires mastery of several important topics. This article provides a basic introduction to these topics.

Presentation - Python and R for quantitative finance

Wed, 04 Nov 2009 02:52:08 -0800

An introduction to using Python and R for quantitative finance applications.

A Quick, Painless Tutorial and Reference on the R Statistical Package

Thu, 22 Oct 2009 07:56:05 -0700

A Tutorial by Professor Norm Matloff, Dept. of Computer Science, University of California at Davis.

Kooderive

Sun, 11 Oct 2009 10:22:58 -0700

The objective of this project is to create a library of code for pricing financial derivatives products using CUDA to achieve GPU programming.

Dictionary of Algorithms and Data Structures

Mon, 28 Sep 2009 05:19:01 -0700

This is a dictionary of algorithms, algorithmic techniques, data structures, archetypal problems, and related definitions.

97 Things Every Programmer Should Know

Mon, 07 Sep 2009 05:46:25 -0700

Pearls of wisdom for programmers collected from leading practitioners.

Signs that you're a bad programmer

Mon, 07 Sep 2009 04:14:40 -0700

Most of these faults were discovered the hard way by the author himself, and cataloged in order to think about them some more and hopefully purge them from his own work.

R-Code for Finance with Examples

Mon, 31 Aug 2009 07:18:02 -0700

For David Ruppert's book: Statistics and Finance: An Introduction.

Hacking a Google Interview - Mastering Programming Interview Questions

Wed, 26 Aug 2009 06:02:19 -0700

Not strictly Quant Questions, but interesting nonetheless with some good tips and tricks.

dot Net Resources from Quantitative Finance Collector

Tue, 30 Jun 2009 07:22:27 -0700

R-Splus Resources from Quantitative Finance Collector

Tue, 30 Jun 2009 07:21:37 -0700

Mathematica Resources from Quantitative Finance Collector

Tue, 30 Jun 2009 07:20:59 -0700

Java Resources from Quantitative Finance Collector

Tue, 30 Jun 2009 07:19:28 -0700

VBA-Excel Resources from Quantitative Finance Collector

Tue, 30 Jun 2009 07:18:21 -0700

Matlab Resources from Quantitative Finance Collector

Tue, 30 Jun 2009 07:17:17 -0700

C++ Resources from Quantitative Finance Collector

Tue, 30 Jun 2009 07:16:20 -0700

LaTeX Editor

Mon, 22 Jun 2009 00:55:06 -0700

LaTeX Editor, called later LEd, is an environment for rapid TeX and LaTeX document development.

The Quantitative Finance Framework (QFF) at SourceForge

Thu, 21 May 2009 06:20:28 -0700

The Quantitative Finance Framework (QFF) supports the development of software libraries in mathematical finance. The main field of applications are the pricing of derivatives and the management of financial risks.

Free Financial Spreadsheets

Wed, 13 May 2009 04:01:27 -0700

A massive collection of spreadsheets aggregated by Matt H. Evans.

Finite element analysis software

Mon, 11 May 2009 07:34:01 -0700

This large aggregation is maintained by Roger Young and Ian MacPhedran.

Option pricing with Excel (pdf)

Tue, 24 Mar 2009 07:03:29 -0700

A step-by-step guide to option pricing with excel, including VBA codes by Peter Honore and Rolf Poulsen.

ISDA CDS Standard Model

Mon, 02 Mar 2009 05:19:42 -0800

The ISDA CDS Standard Model is a source code for CDS calculations and can be downloaded freely through this website. The source code is copyright of ISDA and available under an Open Source license.

Financial Modeling Guide

Mon, 12 Jan 2009 02:38:57 -0800

An online resource for free financial modeling tutorials, advice, tips and tricks.

Rutgers Mathematical Finance Software Resource

Mon, 05 Jan 2009 07:26:30 -0800

A collection of software resources for mathematical finance, numerical analysis software (C++, Excel+Visual Basic, MATLAB), document preparation (LaTeX, OpenOffice), Linux, and programming languages.

ALGLIB Net

Mon, 15 Dec 2008 00:25:49 -0800

ALGLIB is aimed at creating a convenient and efficient multilingual scientific software library.

Econometrics Software

Fri, 31 Oct 2008 02:33:41 -0700

Created by L. Kanzler for MATLAB /Octave Code.

Quantitative Finance Code Index

Tue, 19 Aug 2008 02:03:01 -0700

Up-to-date blog on quant finance code, new releases, and technology resources.

JQuantLib

Fri, 27 Jun 2008 23:51:56 -0700

JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in Java. It provides "quants" and Java application developers several mathematical and statistical tools needed for the price valuation of financial instruments, among other features.

Octave

Thu, 19 Jun 2008 05:27:05 -0700

GNU Octave is a high-level language, primarily intended for numerical computations. It provides a convenient command line interface for solving linear and nonlinear problems numerically, and for performing other numerical experiments using a language that is mostly compatible with Matlab. It may also be used as a batch-oriented language.

QFF - The Quantitative Finance Framework

Fri, 09 May 2008 06:54:26 -0700

The Quantitative Finance Framework (QFF) is intended to support the development of software libraries in mathematical finance. The main fields of applications are the pricing of derivatives and the management of financial risks. QFF is an open source project supported by the Bielefeld University. Its source code is avaliable at sourceforge, one of the largest open source repositories of the world wide web.

Optimization Online

Mon, 24 Mar 2008 07:24:22 -0700

A repository of e-prints about optimization and related topics including Operations Research and Stochastic Programming.

Stochastic Programming Community Home Page

Mon, 24 Mar 2008 07:14:40 -0700

The Stochastic Programming Community is a world-wide group of researchers who are developing models, methods, and theory for decisions under uncertainty.

The Marketcetera Trading Platform

Fri, 15 Feb 2008 06:59:10 -0800

A true alternative to expensive, monolithic proprietary trading systems or brittle software mashups, the Marketcetera Platform is a comprehensive open-source software infrastructure of ready-to-use components that gives users maximum flexibility and technology choice.

aiQUANT

Sat, 19 Jan 2008 08:57:50 -0800

Algorithms and Signal Processing for financial modelling.

Statistical Data Mining Tutorials

Sun, 25 Nov 2007 14:23:42 -0800

This list of links point to a set of tutorials on many aspects of statistical data mining, including the foundations of probability, the foundations of statistical data analysis, and most of the classic machine learning and data mining algorithms.

The Quantian Scientific Computing Environment

Fri, 02 Nov 2007 06:23:43 -0700

A Knoppix / Debian variant tailored to numerical and quantitative analysis. Quantian differs from Knoppix by adding a large number of programs of interest to applied or theoretical workers in quantitative or data-driven fields.

Java Quant

Mon, 17 Sep 2007 09:18:56 -0700

Financial Quantitative Algorithms.

Artificial Stock Market at SourceForge

Wed, 05 Sep 2007 02:59:02 -0700

ASM is the Santa Fe Institute "Artificial Stock Market" simulation model. This page is mainly aimed to the revision/updating of ASM using the Swarm Toolkit, which is provided by Swarm Development Group.

C(omp)++

Tue, 04 Sep 2007 09:43:36 -0700

A portal for the computational finance community.

Decision Tree for Optimization Software

Tue, 04 Sep 2007 08:26:02 -0700

This site aims at helping you identify ready to use solutions for your optimization problem, or at least to find some way to build such a solution using work done by others.

Wavelet Software

Tue, 04 Sep 2007 08:23:24 -0700

The amount of wavelets-related software is multiplying.

The Gaussian Processes Web Site

Tue, 04 Sep 2007 08:21:45 -0700

This web site providea an overview of resources concerned with probabilistic modeling, inference and learning based on Gaussian processes.

MathTools.Net

Tue, 04 Sep 2007 08:19:51 -0700

Link Exchange for the Technical Computing Community.

Daily Dose of Excel

Wed, 29 Aug 2007 09:41:31 -0700

Daily posts of Excel tips - and other stuff.

ATOM - Advanced Tool for Option Modelling

Sun, 12 Aug 2007 01:25:07 -0700

a C++ option calculator for Windows featuring: price, implied volatility and Greek letters; Black-Scholes analytic formula; binomial tree lattice; Montecarlo simulations; exotic option support:

Rubinstein's Option Calculator

Sun, 12 Aug 2007 01:11:39 -0700

Using valuation algorithms developed by Mark Rubinstein, Paul Stephens Professor of Applied Investment Analysis at the University of California at Berkeley, you can quickly and easily value a wide variety of derivatives. Moreover, the ability to generate 4-D tables and 2-D and 3-D graphs, coupled with the ability to analyze ranges of variables, enhances your capability to do useful analytics.

QuantLib

Sun, 12 Aug 2007 01:08:28 -0700

The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/open-source library for modeling, trading, and risk management in real-life. QuantLib is written in C++ with a clean object model, and is then exported to different languages such as C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme. The QuantLibAddin/QuantLibXL project uses ObjectHandler to export an object-oriented QuantLib interface to a variety of end-user platforms including Microsoft Excel and OpenOffice.org Calc. Bindings to other languages and porting to Gnumeric, Matlab/Octave, S-PLUS/R, Mathematica, COM/CORBA/SOAP architectures, FpML, are under consideration. See the extensions page for details.

MYCPLUS Programmers Comunity

Fri, 10 Aug 2007 04:03:17 -0700

A huge resource including: C Programming Tutorials, Object Oriented Programming, C++ Programming Tutorials, Advance C++ Topics, C++ Programming Tutorials, Programming Articles, Free Programming E-Books, Source Code, Books, Utilities.

Financial Instrument Pricing Using C++

Fri, 10 Aug 2007 03:35:22 -0700

This is the unofficial website of the book by Dr. Daniel Duffy and is maintained by Dr. Egor Kraev. The purpose of the site is to compile in one place all issues, comments, and corrections for this book.

Economymodels

Fri, 10 Aug 2007 03:28:59 -0700

At Economymodels you will find essays, software tools and other information with a special emphasis on capital markets.

European Spreadsheet Risks Interest Group

Fri, 10 Aug 2007 02:25:50 -0700

EuSpRIG is an interest group of academia and industry promoting research regarding the extent and nature of spreadsheet risks, methods of prevention and detection of errors and methods of limiting damage. We bring together researchers and professionals in the areas of business, software engineering and audit to actively seek useful solutions.

Stock Charts Firefox Extension

Fri, 10 Aug 2007 01:53:51 -0700

This application lets you select one or more ticker symbols on a web page and open new tabs for them all in stocktickr, stockcharts.com, Yahoo! Finance, or Big Charts - all in one fell swoop without any typing. Is your favorite stock web site not on the list? That's ok because you can easily add it.

Lecture Notes from Econphd

Fri, 10 Aug 2007 01:09:46 -0700

This enormous collection of lecture notes for economists covers: Consumers, firms, and general equilibrium; Game theory and mechanism design; Applied and computational micro / other topics in micro; Mathematics for economists; Optimization; Linear algebra / calculus / differential equations; Analysis / measure theory / topology; Mathematical game theory and logic; Recursive (dynamic programming) treatments and dynamic methods; Asset pricing, financial economics and financial mathematics; Other macro and computational methods; Probability and mathematical statistics; Econometrics (general); Macroeconometrics (time series) / financial econometrics; Microeconometrics; Matlab; Gauss; Stata.

Mathematical Finance: Theory, Modeling, Implementation

Fri, 10 Aug 2007 00:44:09 -0700

Stochastic Processes, Interest Rate Models, Hybrid Models, Numerical Methods, Object Oriented Implementation. By Christian P. Fries.

Dashboard Mobile Financial

Mobile RSS Aggregator of Financial Research and News.

H-Fund

Fund Managers are under constant pressure to generate Alpha. New regulatory and compliance requirements (such as IFRS7) are making greater operational demands. In order to free up time and focus resources on generating higher returns, fund managers are turning to multi-function automated solutions such as H-Fund from Financial Tradeware. H-Fund is an innovative, cost-effective and proven integrated front, middle and back office trading and accounting platform, specifically built for the Funds industry, driven by direct links with Bloomberg price feeds.

Ultra.net

Brokers and Investment Managers are under constant pressure to provide their clients with the best level of service and returns and to keep a clear record of active as well as regulatory ratios. In order to free up time and focus resources on generating higher returns, institutions are turning to multi-function automated solutions such as Ultra.net from Financial Tradeware. Ultra.net is a comprehensive set of modules covering pre- and post- trading activities for brokers and asset managers. It integrates real-time trading and execution using FIX protocols, back office administration supporting the latest SWIFTNet applications, and automation of clearing and settlement processes with custodians, and other financial counterparties.

S-Messenger

The major barriers to STP include the incompatibility of systems and differing message communication standards in use with the financial supply chain. Traditionally institutions have tried to solve these problems with manual processing or inflexible, tactical messaging solutions. S-Messenger is a functionally rich message broking application that provides a cost-effective message creation GUI, validation, transformation and enrichment. It covers the complete range of SWIFT and other financial messages, interfacing directly with SWIFT Alliance Access (SAA) and SWIFT Alliance gateway (SAG) for FIN and SWIFTNet services.