Link Library

MoneyScience: Financial Intelligence Network

Thu, 26 Jan 2012 16:53:17 +0000

Welcome to MoneyScience, the social Network for Quantitative Finance, Risk Management and Technology Practitioners, Vendors and Academics. It's been 7 years since MoneyScience originally launched and I'm delighted to introduce the 3rd generation of the site. MoneyScience v3 has been built using the latest in social publishing technology, incorporating both the Elgg Open Source platform, and Thematic Network's proprietory Spine Technology. The platform provides full social networking functionality plus the ability to fully customise your experience of the site with an easy to use 'drag-and-drop' dashboard. While maintaining our curatorial editorial model, MoneyScience now offers users a highly interactive experience, giving you the opportunity not only to connect with other users and comment on our content, but also to contribute your own and make it available to other users, through our powerful content sharing and licensing functionality. MoneyScience can also act as a portal and aggregation point for your other social activities, integrating with services like Twitter, Facebook and YouTube, and a wide variety of other tools.

quantmod - Quantitative Financial Modelling & Trading Framework for R

Mon, 28 Feb 2011 14:15:03 +0000

The quantmod package for R is designed to assist the quantitative trader in the development, testing, and deployment of statistically based trading models.

Medieval Matching Markets (pdf)

Mon, 14 Feb 2011 11:00:45 +0000

Lars Boerner and Daniel Quint study the market microstructure of pre-industrial Europe.

Walking Randomly - Math and Programming Blog

Thu, 27 Jan 2011 16:38:39 +0000

Tonnes of interesting math and programming stuff from a science and engineering applications support specialist at the University of Manchester in the UK.

Lombard Street - A description of the money market by Walter Bagehot (1873)

Wed, 26 Jan 2011 09:26:23 +0000

I venture to call this Essay 'Lombard Street,' and not the 'Money Market,' or any such phrase, because I wish to deal, and to show that I mean to deal, with concrete realities...

Clever Algorithms - Nature-Inspired Programming Recipes

Wed, 26 Jan 2011 09:07:17 +0000

The book "Clever Algorithms: Nature-Inspired Programming Recipes" by Jason Brownlee PhD describes 45 algorithms from the the field of Artificial Intelligence. All algorithm descriptions are complete and consistent to ensure that they are accessible, usable and understandable by a wide audience.

Mining of Massive Datasets

Thu, 30 Dec 2010 14:26:19 +0000

By Anand Rajaraman (Kosmix, Inc.) and Jeffrey D. Ullman (Stanford Univ.)

A Historical Primer on the Business of Credit Ratings

Tue, 30 Nov 2010 11:04:02 +0000

When the business of bond credit ratings by independent agencies began in the US early in the 20th Century , bond markets - and capital markets generally - had already existed for at least 3 centuries...

IFA Magazine

Mon, 15 Nov 2010 13:33:47 +0000

IFA Magazine is a publication for today's discerning financial adviser with a completely different approach - all based on extensive surveys and feedbacks from real IFA's. Click here for IFA News.

Modelling the Term Structure of Interest Rates - A Literature Review

Thu, 21 Oct 2010 11:18:52 +0100

The purpose of this paper is firstly; to present the theories of the term structure of interest rates. Secondly; to describe some of the most important single, volatility and two-factor models of the term structure. Finally; to provide several frameworks in which interest rate models can be nested and compared between each other.

Has Financial Development Made the World Riskier (2005, pdf)

Wed, 06 Oct 2010 15:28:44 +0100

Raghuram G. Rajan's seminal paper warning of the coming crisis.

Forex Traders

Mon, 20 Sep 2010 15:24:10 +0100

Online Currency Trading News, Reviews & Education

Agent Based Market Model Simulator

Tue, 14 Sep 2010 16:38:55 +0100

This open source project simulates a generic agent based market model. The aim is to explore intimately, by simulation, the process of price formation and the market microstructure.

QuanTube

Mon, 23 Aug 2010 13:10:28 +0100

Quantitative Finance Online Learning. A video collection.