Quantitative finance collector
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Mar 22

Top Quant codes collection you shouldn't miss

Posted by abiao at 05:51 | Code » Other | Comments(2) | Reads(12077)
To search and backup easier, I make a PDF file which includes so far most of entries of the Quantitative finance collector blog. This Quantitative finance codes list is partly what I have collected during my financial engineering learning journey. Most of the entries were written when I was at university, apparently many codes can not be used directly for a certain purpose, we can, certainly, learn the way the coders applied.

Although I try best to check each file before recommendation, downloading and using are at your own risk. Should you are interested and would like to track my latest collection, please visit my blog or follow my twitter at http://www.twitter.com/a_biao.

You can distribute this list as you want, the only wish from me is please ’do not change the sentences’ and leave the original links when you want to post somewhere, thank you.

Downloading the PDF file at: http://www.mathfinance.cn/attachment/QuantitativeFinanceCollector.pdf (right click and save as)


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Do you know of any matlab or simulink code for receiving real time data from a feed? (other than the datafeed toolbox) Also I am looking for the most cost-effective database system that is optimized for time series, if you know of one let me know, thanks!

Your links are very helpful, great site, cheers!

all the best
-Jason
Hi Jason, regarding database system, personally I have tried a little bit kdb+ downloaded at http://kx.com/Products/. There are some other alternatives for you to consider, although i have used none of them, for example, MonetDB at http://monetdb.cwi.nl/, or Xenomorph at http://www.xenomorph.com/solutions/, cheers.
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