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Wilmott is the leading resource for the Quantitative Finance community with active users comprised of both practitioners in financial services and academics involved in research and teaching. It is led by Dr Paul Wilmott, founder of the CQF. offers a unique service; presenting the very latest thinking in derivatives, risk modeling and quantitative techniques, while bringing together both academics and practitioners to further develop these ideas, share information, and critique theory through practice. is packed with information regarding all things quant finance, including a public forum and Paul Wilmott’s very own blog.

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Wiley is a leading global publisher of scientific and technical information; offering access to journals, books, major reference works, databases and laboratory manuals both in print and electronically. It publishes books authored by various CQF faculty members, including the founder Dr. Paul Wilmott and Dr. Espen Gaarder Haug. As well as this, Wiley offers an integrated online suite of teaching and learning resources to encourage an interactive approach to learning.

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Wolfram is one of the world’s most respected software companies - as well as a powerhouse of scientific and technical innovation. As a pioneer in computational science and the computational paradigm, it has pursued a long-term vision to develop the science, technology, and tools to make computation an ever-more-potent force in today’s and tomorrow’s world.


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Numerical Algorithms Group (NAG)

The Numerical Algorithms Group (NAG) delivers trusted, high quality numerical computing software and high performance computing (HPC) services and prides itself on decades of research and developments which form the foundation of its powerful, flexible and accurate software. The software is relied upon by tens of thousands of users, companies, and learning institutions as well as numerous independent software vendors.

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The Python Quants

The Python Quants is an independent, privately owned analytics software provider and financial engineering boutique. The Python Quants’ core competencies are derivatives and financial analytics as well as Python Programming.

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Northfield is a leading risk management analytics provider known for its research based applications and industry wide thought leadership. Founded in 1985, we provide our risk forecasting services to over 200 asset manager and asset owner clients world-wide with offices in Boston, London and Sydney. 

View website – The Encyclopedia of Algorithmic and Quantitative Trading Strategies – helps analysts, traders, and investors discover and evaluate hundreds of quant and algo trading strategy ideas from academic research spanning tens of thousands of papers, with minimal time and effort. We identify the most well-explained, applicable, and innovative papers, extract strategies and catalog their performance, risk characteristics, and trading rules, and summarize them in plain language. The result is a continuously curated database full of inspiration for systematic investment and trading strategies.

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