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Get your latest quant source code samples written in Matlab, Excel, C++, C#, Java, .NET

(Last Updated On: July 25, 2010)

Get your latest quant source code samples written in Matlab, Excel, C++, C#, Java, .NET
For those that don’t know, there is a very very good site online called Quantcode.com. It contains code samples of quant algorithms and models developed in many popular languages including Matlab, Excel, Java, C++, and of course Microsoft .net languages like Visual Basic and C#. This is pretty cool.
You can learn some pretty hot stuff in any of these programming languages and is a very good starting point to learn about quant development. It also gives you a leg up in learning the math side of quant. One thing I really like is the source code samples are ranked by hits. This will enable you which ones are popular in the quant world as well which ones are decent. I have taken look at a few and I can they are pretty solid. They contain some quality comments and other descriptions to get you up and running really quickly.
Based on the languages, it is a safe bet that the following in order is Matlab, Excel, and C++. Based on the contributions, I am not seeing a lot of Java which means Java is not used a whole lot in the Quant world. Also, based on the rankings it seems ok to write off R, Mathematica, SAS, and even the .NET world as there are much less number of downloads as compared to the top three. QuantLib seems to hold its own though.
There are even some QuantLib calls which are slightly more popular than Java. Who knew that but that tells me that there are lots of students using these code samples. I would doubt the industry actually using the exact uploaded code samples. Even if they don’t, I am pretty sure they would be fairly close in terms of exactly coding styles.

Some of the more popular scripts include C++, Matlab, and Excel. This tells you about my theory of the ultimate development stack for quant development. So there yak go.
Go to QuantCode.com to learn more.

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