• Programming:
    1. Python
      1. Python
      2. PythonXY
      3. Python Standard Library: up-to-date release
      4. Python Library Reference
      5. A Byte of Python
      6. Command Shell in Python

    2. C++ /C# Resources
      1. A primary C++ course
      2. Cplusplus
      3. CPP4U
      4. C++ on Codesource
      5. Code project
      6. Calling Conventions in MFS C++
      7. Function Pointer in C++
      8. Design Patterns
      9. MSDN References
        1. Getting started with Visual C++ (MSDN)
        2. Visual C++ guided tour (MSDN)
        3. Build a C/C++ Program (MSDN)
        4. VC++ Samples (MSDN)
      10. C# Corner
      11. C# Practical learning
      12. Dev Articles
      13. C++ v.s. C#
      14. Java2S

    3. A course in F90
      1. Fortran Format
      2. Mistakes in Fortran 90 Programs That Might Surprise You
      3. Nag FAQ
      4. Numerical recipe at Los Alamos Cornell Mirror
      5. LAPACK & BLAS in NETLIB
      6. High Performance Computing
    4. Others
      1. Java Script Tutorial (1)
      2. Java Script Tutorial (2)
      3. Photoshop Class
      4. DC challenge







  • Quantitative Finance
    1. Mordor of Quants (I visit them frequenlty)
      1. QuantCode
      2. QuantNet
      3. QuantLib --- A free/open-source library for quantitative finance
      4. Wilmott Maganize
      5. Quanthr
      6. Quantspot
      7. QuantFinanceJobs
      8. Quant-Press
      9. Nuclear Phynance
      10. EliteTrader
    2. Gurus' Guide to Quantitative Finance
      1. Peter Jackel's selected talks
      2. Dr. Fabio Mercurio on Mathematical Finance
      3. Rebonto Riccardo's Finance Page
      4. Notes on Quantitative Analysis in Finance
      5. Matlab Programs for SDE
    3. Financial Engineering Association
    4. MathFinance
    5. Bibles on Financial Engineering
    6. AIMF-Hedge Fund
    7. Matlab Financial Toolbox
    8. Chicago Financial Mathematics Seminar
    9. Note on Financial mathematics
    10. Prerequesite courses for FM
    11. Stanford FM seminar
    12. Fundamentals in Financial mathematics
    13. Ercim
    14. IAFE site
    15. Bachelier Association
    16. JuJu
    17. MathJobs
    • li>General Finance :
    1. Course on Financial Management (Duke University)
    2. The Wall Street Journal Online
    3. The Chinese Wall street (中国华尔街) <
    4. Collective2
    5. CBOE Home
    6. Goldman Sach Dictionary (高盛财经词典)
    7. Career in Finance
    8. Financial Firms Websites
    9. Fisher Finance Page
    10. Lingyin's seminars in Finance
      1. Corporate Finance (公司财务)
      2. Market Microstructure (市场微构)
      3. Asset Pricing (资产定价)
      4. Capital Markets (资本市场)




  • Econometric Analysis ( I use all of them)
    1. SAS/ETS
    2. A First Course on Time Series Analysis
    3. SAS Learning Modules
    4. Identify the order of differencing
    5. Bayesian Inference
    6. CRAN-R and CRAN Views
    7. Analysis of Financial Time Series
    8. R-Python-ReadMe
    9. Gretl (Highly Recommended)
    10. Statistics and Finance in R
    11. R in Finance (QuantMod)
  • My Current Quant Projects
    1. SARB/LIBOR Model
    2. Jump Process in Financial Engineering
    3. Core Programming in Python
    4. Design Patterns for Financial Engineering in C++
    5. Forex Trading