The pyvol project is framework for testing volatility forecasting ideas in financial (or other) time series. Pyvol provides an easy way for researchers to share and compare volatility estimation approaches. A researcher can subclass the {{{CovEstimator}}} class in {{{pyvolest.est.CovEst}}} and us...

vol2html takes output files created by Volatility and creates an html report for correlation and easier browsing. Go to Downloads to download this perl script. The script is zipped in order to preserve its integrity, you can use <a href="http://www.7-zip.org/">7zip</a> to extract it.

MSCF StatArb Project

Open source toolkits that work in conjunction with thiruspace.com. developed by Thiru Praturi

This project builds a quadrinomial tree that incorporate stochastic rates.