Why
From FinMath
Because collaboration in financial mathematics is too much like correspondence chess.
[edit] Design
This site is designed for people in a hurry and aspires to minimalist criteria:
- Spontaneous contribution of ideas by anyone on multiple levels: business, mathematics and code.
- Elegantly annotated code and mathematical articles sans latex client fuss.
- Instant gratification. Reproducible research demonstrations by "cut and paste".
- Transparent remote deployment and versioning. No manual downloading/updating of libraries - ever.
Quick Start unlocks the entire repository with a single cut and paste. Use fmuse.m to obviate manual downloads by end users.
[edit] Other Sites
We are not really trying to be a source code repository. Instead we encourage redundancy. Over time a few key utilities and algorithms may be worth maintaining or sharing across projects. We shall see.
- Wilmott. A terrific site and hub of discussion. Of course there are discussion tabs here but they are intended to assist collaboration on specific projects. If you want eyeballs, try Wilmott discussion forum.
- QuantCode contains all sorts of snippets of financial quanty code.
- SourceForge. Excellent repositories exist for open source code, as noted on the Matlab code collaboration page. However logical this may be, overwhelming empirical evidence proves that barriers to entry are too high for many people whose contribution we seek (including bankers, non-programmers and those who can't agree on a particular source control program or care to learn one).
- Matlab Central. A site far superior in many ways is provided by Mathworks but the scope is far broader, editing is not immediate and latex annotation is not possible.
- Ad hoc code posting sites (sharing the same disadvantages).
See also Matlab Financial Code
This site was created by the founders of Julius Finance, a company devoted to financial mathematics research. Enjoy. We hope this provides a convenient comingling of articles and implementation and a reasonable compromise between stability and innovation.
