These links will open in a new window. Many of these sites involve both free and for-fee services. To keep this page manageable and maintainable we have, with few exceptions, limited ourselves to the main page within each organization; users are encouraged to explore from there.
Suggestions for additions and improvements for this page will be appreciated.
On This Page
ACADEMIC, RESEARCH AND CAREER SUPPORT
INVESTMENT INFORMATION AND SUPPORT
Academic, Research and Career Support
Academic Programs in Quantitative Finance
- The 2020 QuantNet Ranking of Best Financial Engineering Programs - provides detailed information regarding Quantitative Finance masters programs in the US. It includes placement and admission statistics from top programs in the country, making it uniquely valuable to the quant finance community at large.
Job Sites for Quantitative Finance - There are also pages in the sites referenced under "Support Sites" next below that provide information about open positions in quantitative finance.
- eFinancialCareers/Quantitative Analytics - The web site covers a broad spectrum of careers in finance. This is the section most relevant to Quantitative Finance
- LinkedIn - LinkedIn is a social network specifically designed for career and business professionals to connect
- Mathjobs.org - Mathjobs.org is an automated job application system, sponsored by the American Mathematical Society.
- Monster.com - This site does not specialize in finance, but it is a good general site that also provides advice on interviews and resumes.
Support Sites for Quantitative Finance: News, Tutorials, Software and Data
- Default Risk - Information and publications for credit risk modeling and credit derivatives pricing.
- Wilmott - Paul Wilmott is the author of several popular texts in quantitative finance; his site has background articles, an online forum and other resources.
Paper Repositories, Encyclopedias and Glossaries
- arXiv - is a free distribution service and an open-access archive for scholarly articles in the fields of physics, mathematics, computer science, quantitative biology, quantitative finance, statistics, electrical engineering and systems science, and economics.
- Investopedia - is a website that provides investing and finance education along with reviews, ratings, and comparisons of various financial products such as brokerage accounts.
- SSRN: - The SSRN, formerly known as Social Science Research Network, is both a repository for preprints and international journal devoted to the rapid dissemination of scholarly research in the social sciences and humanities and more
- Math World - Wolfram Research is the developer of Mathematica but this site is just a good general encyclopedia of mathematics.
- Wikipedia - This is a web based, multi-language, free content encyclopedia written collaboratively by volunteers. It's not perfect but it is remarkably good. It contains information on an enormous range of topics.
Professional Societies: Contacts, Conferences, Journals and Tutorials
- American Mathematical Society (AMS) - is an association of professional mathematicians dedicated to the interests of mathematical research and scholarship, and serves the national and international community through its publications, meetings, advocacy and other programs
- Boston Security Analysts Society
- Chicago Quantitative Alliance
- Financial Management Association International
- Institute for Operations Research and the Management Sciences
- Institute of Mathematical Statistics (IMS) - is an international professional and scholarly society devoted to the development, dissemination, and application of statistics and probability.
- New York Society of Securities Analysts
- Quatitative Work Alliance for Applied Finance, Education and Wisdom
- Society for Industrial and Applied Mathematics (SIAM) - is an academic association dedicated to the use of mathematics in industry. SIAM is the world's largest professional association devoted to applied mathematics
- Society of Quantitative Analyst
Open Source and Public Domain Software - Using such Open Source resources as Open Office to handle word processing and spreadsheet computations, and Octave or R for high-level computation and programming tasks you can build a solid software environment at no cost.
- Boost C++ Libraries - These libraries are designed to work well with the C++ Standard Library. Ten Boost libraries will be included in the C++ Standards Committee's upcoming C++ Standard Library Technical Report as a step toward becoming part of a future C++ Standard.
- COIN-OR - This stands for the COmputational INfrastructure for Operations Research. This software library contains many routines useful in finance, e.g., optimization.
- GitHub - is a Git (Git is a version control software management system) repository hosting service, but it adds many of its own features. While Git is a command line tool, GitHub provides a Web-based graphical interface. It also provides access control and several collaboration features, such as a wikis and basic task management tools for every project.
- GNU Compiler Collection - This compiler collection contains front-ends for C, C++, Objective-C, Fortran and Java.
- GNU Scientific Library - A library of robust and useful routines for a number of common numerical problems.
- Gnuplot - Graphics using a variety of different interfaces across a number of different OSs can be handled by this open source graphics package.
- Google Colaboratory - "Colaboratory", or "Colab" for short, allows you to write and execute Python in your browser, with zero configuration required, free access to GPUs, and easy sharing. Whether you're a student, a data scientist or an AI researcher, Colab can make your work easier.
- Java - This is a very powerful object oriented language with strong cross-platform capabilities.
- Jupyter Notebook - The Jupyter Notebook is an open-source web application that allows you to create and share documents that contain live code, equations, visualizations, and narrative text. Uses include data cleaning and transformation, numerical simulation, statistical modeling, data visualization, machine learning, and much more.
- MySQL - This is a popular public domain relational database, usually pronounced "my-s-q-l". There are also commercial versions available.
- Netlib - A large library of scientific, statistical and numerical routines maintained by Oak Ridge National Laboratory.
- Object Oriented Quadratic Programming - The OOQP C++ package for solving convex quadratic programming. It also supports a MATLAB interface.
- Octave - This open source version of MATLAB also may require the installation of Gnuplot and X-Windows. There is also an Emacs package for Octave called EOS available on the main site that is highly recommended.
- Open Office - A productivity suite containing integrated word processor, spreadsheet, presentation and drawing applications, and database. Connectivity to ODBC and JDBC databases is also included.
- PLplot - This open source graphics package has bindings with many software environments, including Octave, and is an alternative to Gnuplot.
- PostgreSQL - This public domain relational database, usually pronounced "post-gress-kill" is an alternative to MySQL
- Python API for market data downloader from Yahoo! Finance
- QuantLib - This C++ library for quantitative finance is under development. It can give you a good idea of what are the issues in implementing a object oriented "quant" library.
- R - This is the open source version of the well-known S statistical and numerical software system.
- RStudio - RStudio is an integrated development environment for R, a programming language for statistical computing and graphics.
Commercial Software - These products are in common use in the Quantitative Finance community. Check for student versions; they are typically priced cheaper than a normal commercial license. Some of these products, such as Mathematica, are available at one or more of the campus's SBU SINC Site.
Other Software Resources
- Unicode and Multilingual Support - This site is maintained by Alan Wood and contains information about using Unicode in to provide multilingual support in various applications such as web browsers and word processors.
Investment Information and Support
General Investment Sites - News, Quotes and Other Resources
- Alternative Investment Management Association
Bloomberg - Bloomberg delivers business and markets news, data, analysis, and video to the
world, featuring stories from Businessweek and Bloomberg News.
Note: Bloomberg Media is offering college students free access to Bloomberg.com to help them stay informed and engaged with the news impacting their daily lives.
- CNN Money
- Earnings Whispers
- Fox Business
- Google Finance
- Money Central Investor
- Quandl - is a marketplace for financial, economic and alternative data delivered in modern formats for today's analysts, including Python, Excel, Matlab, R
Hedge Fund Sites
Government, Quasi-Government and Not-For-Profit Resources
- Bureau of Economic Analysis
- Bureau of Labor Statistics
- Conference Board - Independent organization dedicated to disseminating economic data
- Econo Magic - Good source of free downloadable data
- FRED St. Louis - Federal Reserve Economic Data (FRED): This site has a wide variety of macroeconomic data including data for unemployment, GDP, interest rates, the money supply, etc
- Federal Reserve System - Contains an extensive data section
- Securities and Exchange Commission
- U.S. Census Bureau
- U.S. Department of the Treasury - Contains an extensive data section
- World Bank
- Euroland (Directory)
- American Stock Exchange - NYSE American/NYSE MKT
- Chicago Board Options Exchange
- Chicago Board of Trade
- Chicago Mercantile Exchange
- London Stock Exchange
- New York Stock Exchange