ALGLIB - Cross-platform numerical analysis and data processing library
ALGLIB is a cross-platform numerical analysis and data processing library. It supports several programming languages (C++, C#, Pascal, VBA) and several operating systems (Windows, Linux, Solaris)....
View ArticleAgent Based Market Model Simulator
The 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.
View ArticleSanta Fe Institute "Artificial Stock Market" simulation model
Several articles have been published using the Artificial Stock Market model. The model simulates prices & trade levels in a market made up of "artificial adaptive agents." This is a prototype...
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ISDA CDS Standard Model
The ISDA CDS Standard Model is a source code for CDS calculations and can be downloaded freely through this website. The source code is copyright of ISDA and available under an Open Source license....
View ArticleKooderive - code for pricing financial derivatives products using CUDA
The objective of this project is to create a library of code for pricing financial derivatives products using CUDA to achieve GPU programming,
View ArticleGNU Octave
GNU Octave is a high-level interpreted language, primarily intended for numerical computations. It provides capabilities for the numerical solution of linear and nonlinear problems, and for performing...
View ArticleQFF - The Quantitative Finance Framework
The Quantitative Finance Framework (QFF) is intended to support the development of software libraries in mathematical finance. The main fields of applications are the pricing of derivatives and the...
View ArticleMarketcetera - Open Source High Frequency Trading
Marketcetera democratizes access to high frequency trading. Our open source, automated trading platform provides you with the control and flexibility to implement your new strategies in moments, even...
View ArticleThe Quantian Scientific Computing Environment
A Knoppix / Debian variant tailored to numerical and quantitative analysis. Quantian is a remastering of Knoppix, the self-configuring and directly bootable cdrom/dvd that turns any pc or laptop...
View ArticleJQuantLib
JQuantLib is a free, open-source, comprehensive framework for quantitative finance, written in 100% Java. It provides "quants" and Java application developers several mathematical and statistical tools...
View ArticleJava Quant - Quantitative Financial Algorithms
Here you will find information about the evaluation of financial options and the theory, definitions and models behind. This webpage provides Java Applets to calculate the price of complex...
View ArticleLush: Lisp Universal SHell
Lush is an object-oriented programming language designed for researchers, experimenters, and engineers interested in large-scale numerical and graphic applications. Lush is designed to be used in...
View ArticleFrequently Asked Questions about QuantLib
1. General questions 1.1. Is it OK to email a QuantLib developer to ask questions, or seek help, or report a bug? 1.2. How should I report a bug? 1.3. Thanks for this project. How can I give back to...
View ArticleThe Lodestone Foundation
Lodestone Foundation Homepage Lodestone Projects Page Open Source for Capital Markets and Beyond What is our Goal? Quickly and convincingly build the go-to non-profit open source foundation for...
View ArticleBlack Rhino - A Financial Network Multi Agent Simulator
Black Rhino - A Financial Network Multi Agent Simulator black_rhino is an open source easy-to-use-and-adapt financial network multi agent simulation (MAS) that serves two purposes. First, it can be...
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