General Scripting Software
- endorsed Wolfram Mathematica – I cannot say enough wonderful things about Mathematica. It is known as a computational tool which specializes in symbolic mathematics. At that, it excels. But it can do much, much more. Wolfram Language is a high level and versatile language… so much so that I sometimes feel that it just “knows” what I’m trying to tell it. In fact, its sister product, quantitative search engine Wolfram Alpha, was a pioneer in transforming natural language queries into computational syntax and responses. Now those capabilities are integral to the Wolfram product suite.
- endorsed Python
- approved R
- endorsed Excel (Premium)
- endorsed Matlab (Premium)
- endorsed Enthought Python (Premium)
- TensorFlow – Google’s open-source ML library built for deep learning and neural networks; based on Python.
- Torch – “Torch is a scientific computing framework with wide support for machine learning algorithms that puts GPUs first. It is easy to use and efficient, thanks to an easy and fast scripting language, LuaJIT, and an underlying C/CUDA implementation.”
- PyTorch – Torch ported to Python.
- BigML – “BigML offers a wide variety of basic Machine Learning resources that can be composed together to solve complex Machine Learning tasks. You can access those resources via the BigML Dashboard, an intuitive web-based interface, or programmatically via its REST API or a multitude of libraries and tools. The introductory videos below will help you get up to speed with the BigML Dashboard regardless if you have any prior background in Machine Learning.”
- endorsed GNU Scientific Library and GNU Scientific Library for Excel
- approved ALGLIB
- QuantLib – QuantLib has been around for years as a “free/open-source library for quantitative finance”. Originally, it was written in C++ only, so I never used it (and therefore cannot endorse or recommend it). But since, it has been ported to a variety of other languages such as “C#, Objective Caml, Java, Perl, Python, GNU R, Ruby, and Scheme”. It also now has an Excel add-in. I will evaluate this further if/when I find some time.
- FinTools XL – VBA libraries for a number of finance applications as well as general utility functions.
- Tableau – Canadian government websites (e.g., Alberta Energy Regulator, National Energy Board, etc…) make extensive use of Tableau to create web-based data visualizations that are both attractive and manipulable.
- Wolfram CDF Player – Wolfram language can be used to develop web-based graphical interfaces. The Computable Document Format (CDF) Player allows user to interact with and manipulate Wolfram Notebooks.
- endorsed Khan Academy: It’s surprising that the most popular online learning portals are not affiliated with universities (i.e., Coursera, Udemy, Udacity, et cetera). I endorse Khan Academy because the courses are relevant and free, the instruction style is concise, and the user interface is very intuitive and innovative.
- endorsed Codecademy – Having used this resource to learn Python, I was very impressed by the interface which turned my ordinary web browser into an integrated development environment.
- XPrize – Conceived by Peter Diamandis, XPrize awards prize money to innovators and problems solvers.
- Udacity – Focuses on data science “nanodegrees” for highly in demand skill sets.
- Kaggle – Provide a platform for data science learning and collaboration. Notably, companies will offer prizes for solutions to real world data science problems.
- QuantNet Courses – QuantNet is directed mostly at professional quants, especially those who have earned or who intend to earn a Master’s in Financial Engineering (MFE). The site’s offerings include active forums, online courses, and MFE program rankings. The site currently offers two premium online courses for C++. (Premium)
- MIT OpenCourseWare