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External Resources

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On This Page

Academic and Research Support

    • Academic Programs in Quantitative Finance (from Global Derivatives )
    • Job Sites for Quantitative Finance
    • Support Sites for Quantitative Finance: News, Tutorials, Software and Data
    • Finance and Mathematics Encyclopedias and Glossaries
    • Professional Societies: Contacts, Conferences, Journals and Tutorials
  • Software Resources
    • Open Source and Public Domain Software
    • Commercial Software
  • Investment Information and Support
    • General Investment Sites - News, Quotes and Other Resources
    • Hedge Fund Sites
    • Government, Quasi-Government and Not-For-Profit Resources
    • Securities Exchanges


 Academic, Research and Career Support

Academic Programs in Quantitative Finance


Software Resources

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.
    • 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.
    • Java - This is a very powerful object oriented language with strong cross-platform capabilities.
    • MySQL - This is a popular public domain relational database, usually pronounced "my-s-q-l". There are also commericial 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 altenative to MySQL.
    • 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.
    • StatLib - A statistical software library maintained by Carnegie-Mellon.
  • 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  SINC Sites.
  • 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.
    • W3 Schools - This site contains a number of free tutorials for web-based technologies such as HTML, XML and Javascript.


Investment Information and Support

General Investment Sites - News, Quotes and Other Resources



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