Basically RunMyCode is a novel cloud-based platform that enables scientists to openly share the code and data that underlie their research publications. It has many files accompanying those published papers so you can easily replicate the results, which dramatically decreases your research efforts. You can choose to download the coding files directly, or upload your data and run it via the site's cloud platform. (I tried twice but failed for unknown reasons, so I recommend you to download the file and run on your own computer.)

The site is a newly established and is expanding, at the moment it includes 64 files under the following categories

A sample search in Finance returns you the codes.

It is free to use, quite nice, isn't it?

Tags - code

Possible interesting sections:

Fig 2.11 & R Code: Comparison on normal and heavy-tailed distributions.

Fig 2.12 & R Code: Survival function of a Pareto distribution with c=0.25 and a=1.1 and of normal and exp distribution on being greater than 0.25.

Fig4.1 & R Code: Autocorrelation functions of AR(1) processes with r equal to 0.95 , 0.75,0.2 and -0.9

Fig4.2 & R Code: Simulations of 200 Observations from AR(1) processes with various parameters. The white noise process is the same for all four AR(1) Processes.

Fig4.7 & R Code: Time series plot of the 3 month Treasury bill rates, plot of first differences, and ACFs. The data set contains monthly values of the 3 month rates from Jan 1950 until Mar 1996.

Model Fit Examples R Codes: Fit GE Daily log return using AR(1),AR(6), MA(2), ARMA(2,1) and log price using ARIMA(2,1,0) Model

Fig4.9 & R Code: Time series plot of the daily GE log Prices with forecasts from an ARIMA(1,1,0) Model.

Fig5.3 & R Code: Expected frontier and tangency portfolio with different r.

Fig5.4 : Efficient frontier (solid) plotted for N=3 assets.

Tangency portfolio with the constraints R Code:

R Code Volatility smiles and polynomial regressionpage 283-284

Fig 8.15: Ratio of Log Return on a call to log return on the underlying stock. Page 291.

Fig 9.4 : Polynomial and spline estimates of forward rates of U.S. Treasury bonds.

Fig 10.5 : Actual efficient frontier for the sample (optimal) and bootstrap efficient frontier (achieved) for each of six bootstrap resamples.

Fig 10.6: Results from 400 bootstrap resamples. For each resample, the efficient portfolio with a mean return of 0.012 is estimated. In the upper subplot, the actual mean return and standard deviation of the return are plotted as a small dot. The large dot is the point on the efficient frontier with mean return of 0.012.

Model Fit:

** R Code: GARCH Model Fit, Page 373.

Tags - r

Quotation

R-Bloggers.com is a central hub (e.g: A blog aggregator) of content collected from bloggers who write about R (in English). The site will help R bloggers and users to connect and follow the “R blogosphere”.

Interested readers please check http://www.r-bloggers.com/ for more.

Tags - r , blog

At the moment the files uploaded are only a few, which is understandable considering it is a newly launched website, take a look if interested, http://www.volopta.com/index.html.

Have a nice weekend.

Tags - derivative

Specifically, financial services, Mathematical modeling and Statistics and Probability are three categories I keep eyes on.

Besides Matlab central, Matlab M-files database built by Professor Wohlmuth's group is another site I often visit, it has a smaller size but grow quickly, focusing on using Matlab for numerical calculation.

Stay tuned.

Tags - matlab

Check A Gauss implementation of Skew Normal/Student distributions at http://www.thierry-roncalli.com/#gauss

Tags - distribution , skew

Brock, Dechert& Scheinkman (1986) test for independence based on the correlation dimension

Significance level of the BDS statistic in small samples

Geweke &Porter-Hudak (1983) estimation of fractional differencing parameter

Heteroskedasticity-consistent variance-ratio evaluationfor any q spacing

Engle's(1982) test for ARCH

Box-Pierce(1970) Q test using Ljung & Box's (1978) finite-sample correction

Phillips-Perron test of the unit-root hypothesis in a Dickey-Fuller regression

Durbin h statistic and significance of the hypothesis of no serial correlation

Durbin-Watson d-statistic and significance level for the null hypothesis: DW = 2

http://ww61.tiki.ne.jp/~kanzler/index.htm#L.%20Kanzler:%20Software

Tags - econometrics

http://www.r-cookbook.com/

I once introduced Moro inverse normal function for this purpose, here is another power function named

Good, here is the page for Peter J Acklam inverse normal cumulative distribution codes in several languages, http://home.online.no/~pjacklam/notes/invnorm/index.html#The_algorithm, enjoy.

Tags - random , normal

What brings business cycles about?

What propagates them?

Who is most affected and how large would be the welfare gains of eliminating them?

What can economic policy, both fiscal and monetary policy do in order to soften or eliminate business cycles?

Should the government try to do so?

......

Sounds boring? I found this site when I searched "Kalman filter", click the following link for codes in Quant economics of different programming languages.

http://ideas.repec.org/s/dge/qmrbcd.html

Tags - economics

http://www.rpi.edu/~mitchj/pack.html#abacus

wiki(Optimization)

Tags - optimization

http://www.espenhaug.com/black_scholes.html

Tags - black scholes

more at http://www.hoadley.net/options/calculators.htm

Tags - black scholes , calculator , option

more at http://www.cameronrookley.com/gtoml/archive.html

Tags - gauss

* "Financial Model Library" is a library of financial models in an Excel spreadsheet. The purpose of the library is to promote usage and better understanding of financial models.

* All financial models in this section can be used free of charge and can be distributed.

* We hope that you can also contribute to the library of financial models by submitting your Excel model spreadsheet in the format consistent with our models. The rules for submission are similar to that of a Journal. That is:

o We maintain the right to reject your submission or suggest

o revisions of the models

o We reserve the copyright of the Excel spreadsheet model.

* The site is not responsible for any errors in the models and copyright violation of any models submitted.

http://www.thomasho.com/mainpages/analysoln.asp

Tags - library