
A free/open-source library for quantitative finance - known
http://quantlib.org/index.shtml
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yan
Also, a list of related financial and programming books and topics from the
site which I found very useful: <http://quantlib.org/books.shtml>

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gsiener
If this is what Lehman, AIG, etc. have been using, I'd stay away!

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bkmrkr
That's like saying stay away from PHP because that's what Yahoo uses.

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jyothi
It even worse a connotation. Just lame.

Tools are just meant to enhance productivity and aid people. Bottom line is
people and strategy and not tools.

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furiouslol
You can use this library to calculate call option price in Variance Gamma
model

<http://www.fftw.org/>

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cbetz
Now where can I get some datasets that don't require me to work for a massive
educational or corporate institution?

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lowkey
If you know python, google 'ystockquote'

It is a simple and awesome way to get historical stock data programztically
from Yahoo. That should get you started. If you want fundamental data
ftp.sec.gov is free, but you will need to do a bit more work to extract the
data. Let me know if you get anywhere, I'm looking for fundamental data too.

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furiouslol
are there fundamental data on ftp.sec.gov? All I can find is sec filings by
the listed companies.

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lowkey
The data is there but you need to extract it from the individual 10-K and
10-Q.

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bkmrkr
known you too, I actaully have experience using quantlib, use different tools
now.

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yan
Are these tools also open? If so, can you share the information?

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bkmrkr
or im me at bkrmrk314

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bkmrkr
cbetz, I think I can help you there. Email me

