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Quantitative Finance

"This is going to be one of the worst economic downturns since the Great Depression."
--Nobel Laureate Joseph Stiglitz, April 25, 2008" 

"We're clearly on an imprudent and unsustainable fiscal path. Our current liabilities and unfunded commitments as of the end of the last fiscal year amounted to over $43 trillion, up to $13 trillion in one year alone."
--David Walker, U.S. Comptroller General (April 11, 2005)

"Ignorance Is Expensive" -- Erik Epp

Economics Sites

• shadow government statistics: http://www.shadowstats.com/

• Milken Institute Review: http://www.milkeninstitute.org/index.taf

• http://www.financialsense.com/

• High Frequency Economics: http://www.hifreqecon.com/

• Ned Davis Research: http://www.ndr.com

• a list of lists: http://www.currencytrading.net/2007/the-top-100-economics-blogs

• Dismal Scientist: http://www.economy.com/dismal/

• FRED - http://research.stlouisfed.org/fred2/

• FRB - http://www.federalreserve.gov/releases/

• Friday, May 16, 6:20 PM

• Journal of Economic Dynamics and Control http://www.elsevier.com/wps/find/journaldescription.cws_home/505547/description?navopenmenu=-2

• http://www.moneyscience.com/ mostly analytics

• Bank of International Settlements (BIS) http://www.bis.org/

Market Data

• tradethenews.com

• investor RT: http://www.linnsoft.com./pricing/index.htm

• prophet: http://www.prophet.net/default.jsp

• opentick http://www.opentick.com/

  • python integrations - http://www.opentick.com/forum/viewtopic.php?t=79&start=0&postdays=0&postorder=asc&highlight=

  • http://www.opentick.com/forum/viewtopic.php?p=4155&sid=4b0f6632dd0cb4b68c2e3bfedbcdb95f

• market data express - expensive full featured blah blah http://www.marketdataexpre ss.com/servicePriceList.aspx

• nasdaq is selling data direct: https://data.nasdaq.com

• radez: http://www.essexradez.com/ - says they support KMD which is open-source tic ker software??? hmmm

• activ: http://www.activfinancial.com/

• CQG: http://www.cqg.com/ - alternative to Bloomberg / Thomson?

• RTS: http://www.rtsgroup.net/

• http://www.quantnotes.com/ - quantstudio.

• http://www.eoddata.com/Membership.asp

• Commodities Systems Inc - http://www.csidata.com

• Rimes - http://www.rimes.com/ - basically a data aggregator. got to them from BuysideTechnology

• pyq - python yahoo quote fetching utility http://rimonbarr.com/repository/pyq/

• LIM - http://www.lim.com/products/api.php big thing is "market information machine" = MIM

  • got here from: http://dirk.eddelbuettel.com/papers/r_lim_bloomberg.pdf

• markethistory.com - http://www.markethistory.com/about/ supported by MIM

• Olsen

• tickdata - http://www.tickdata.com/ has a complete futures and index database for $10k

• MarketDataInsight http://www.a-teamgroup.com/site/market-data-insight/mdi-trading-room-platforms/

Analytics libraries

http://wiki.quantlib.org/

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