Software for Financial Mathematics

Updated 23 Dec 2013


Here is some software of use the area of financial mathematics:

  1. Python software to accompany the paper Pseudo-mathematics and financial charlatanism: The effects of backtest overfitting on out-of-sample performance, by Bailey, Borwein, Lopez de Prado and Zhu: http://www.financial-math.org/software/backtest-code.zip.