Links
Some useful sites in the following categories:
Finance
Hedge Funds
Software
Statistics
Technical Papers
Other Topics
Finance
CMRA links
A page of links related to finance.
Econometric Links
A page of links for software, data, conferences, journals and people
associated with econometrics.
The European Investment Review
Contains working papers and other material on and for the finance
community.
FinanceWise
A site produced by Risk Waters (publishers of Risk Magazine,
etc.) that includes a web search engine restricted to financial sites.
Financial Conferences
An extensive list of upcoming financial conferences.
Forecasting Financial Markets
A conference that combines practicality with academics in the realm
of financial trading.
Actually the site is for the organization that sponsors the conference.
Gloriamundi
Contains resources concerning value at risk and closely
related subjects.
In particular, it has a
comprehensive bibliography of papers on value at risk.
Investment Performance
An independent forum on investment performance.
London Quant Group
A group with the purpose of presenting practical quantitative investment ideas.
MathFinance
A site with a variety of resources and links, including a catalogue
of formulas for options.
PRMIA
The Professional Risk Managers' International Association.
The PRMIA Mission is to provide a free and open forum for the promotion
of sound risk management standards and practices globally.
RFE: Resources for Economists
The title is quite descriptive.
Wilmott
Includes a popular forum on quantitative finance topics (mainly derivatives).
Hedge Funds
Albourne Village
A slightly whimsical place for serious investors, hedge funds and their
suppliers.
Hedge World
The name pretty much says it -- supplies news and other
information on or for hedge funds.
Software
The R Project
The home page for the R language from which you can download the code
and documentation.
Rstat from Random Technologies
There is a commercially supported version of R called Rstat.
This is useful for enterprises that only allow the use of supported software.
Rmetrics
Rmetrics is a project for creating financial software in R.
R for Economists
A page created by Ajay Shah as a resource for economists using or considering
R.
StatLib
Repository containing numerous things statistical.
It includes an archive of contributed S functions,
old S-news, and a pointer to the R Project.
BobsGuide
An extensive guide to software and technology for finance and related areas.
Quantlib
A free, open-source library for quantitative finance.
Netlib
Contains a large amount of numerical software and related items.
In particular LAPACK for matrix computations is found here.
The main netlib servers are:
• www.netlib.org, Tennessee, USA
• netlib.bell-labs.com, New Jersey, USA
• Bergen, Norway
Statistics
Statsci.org
A site that has suggestions for other sources of software as well as
those above.
Whatever you are looking for on the web that regards statistics,
you are likely to find it directly or indirectly via this site.
Statistics on the Web
Another site providing statistical resources.
Technical Papers
Citeseer.IST
Contains a massive number of technical papers on all
sorts of subjects -- certainly statistics and economics are well represented.
Good enough to be a serious time sink.
You can perform searches in the box below.
Finance Research
Downloadable research papers in finance.
Social Science Research
Network (SSRN)
A site that contains abstracts and papers from economics, finance,
and other social sciences.
IDEAS
A repository of economics papers.
Other Topics
Climateprediction.net
A climate modeling project in which individuals can help by lending
spare computer cycles for the computation.
The last page of the internet
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