TableOfContents

Quantitative Finance

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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