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Building QuantLib on OS X Mountain Lion

Here are the steps to install QuantLib , a free/open-source library for quantitative finance, on OS X Mountain Lion: Install MacPorts . Install Boost using MacPorts by running this command: sudo port install boost This will install Boost and its dependencies under /opt/local . Download and extract the QuantLib sources . Configure QuantLib by running: ./configure --with-boost-include=/opt/local/include --with-boost-lib=/opt/local/lib/ Run make , followed by sudo make install .

Employee Stock Options

Having gone through the CS193p course , I decided to build a simple iOS app and take it all the way through to sale (for free) at the Apple App Store. Turned out to be a pretty painless process and my app is now live on the App Store . The app tracks the value of employee stock options using live stock data from Yahoo! Finance (retrieved via the YQL data table "yahoo.finance.quotes"). Here are a couple of screenshots of the app:

Fetching Stock Data From Yahoo For iOS Applications

Yahoo! provides a great service called Yahoo! Query Language (YQL) which provides a SQL-like interface to a whole bunch of Web services. YQL queries can also be performed via REST. A wide range of services can be accessed through YQL including Yahoo! Finance . A convenient way to play with YQL and explore the available Web services, is to use the YQL Console . The bottom right of the console lists all the data tables, grouped by provider. (Be sure to click "Show Community Tables" to view all the available tables.) The yahoo provider includes the data table yahoo.finance.quote . This table provides access to stock quotes from Yahoo! Finance. As an example, here's the YQL console showing a query for stock data for AAPL . The console helpfully shows the REST URL for the query at the bottom. Armed with the REST URL, it is trivial to write code in Objective-C/iOS to fetch quote data. Here's some code that takes in an NSArray of ticker symbols (NSStrings) and returns a ...

Mark Haines R.I.P.

Mark Haines passed away last night. As a long time CNBC viewer, I’ve watched him many times on Squawk Box . May his soul rest in peace.

Volume 1.87 billion shares

An iconic moment in history - 1.87 billion shares of Citigroup (C) traded on Feb 27th 2009.