Caltech Quantitative Finance Group | MC 228-77 1200 E. California Blvd., Pasadena, CA 91125

Caltech Quantitative Finance Group

In addition to CHSD (Caltech Historical Stock Database), we run an Unix based high performance computing cluster for research and development purposes.  The cluster gives direct terminal access to CHSD and allows users access to our shared code base which greatly facilities analysis of financial data and model backtesting.  In addition, the following software is installed:

Compilers for C/C++/Java/Python/Perl
Matlab 2009a
Boost 1.45
ROOT 5.28 (with statistics packages) [link root.cern.ch]
Berkeley DB

Additional software requests can be made and are generally processed within 24 hours.

Computing accounts are selectively given out to qualified members of the Caltech community.  Please contact us if you are interested.

Email: quant@caltech.edu | © 2009-2012 quant.caltech.edu | All Rights Reserved.