Links

Volopta
Free derivatives pricing code in C++, Matlab, VBA, and other languages.
http://www.volopta.com/

Sapient Global Markets
A leading provider of services to today's financial and commodity markets.
http://www.sapient.com/globalmarkets/

Managed Funds Association
For professionals in hedge funds, commodity trading advisors, and other alternative investments.
http://www.mfainfo.org/

Hedgeworld, by Lipper News Services
A top site for the latest news on hedge funds.
http://www.hedgeworld.com/

McGill University, Desautels Faculty of Management
One of the best business schools in the world.
http://www.mcgill.ca/management/

Susan and Peter Christoffersen
Two leading researchers in finance.
http://www.christoffersen.ca/

Montreal Mathematical Finance Institute
A very generous funding organization.
http://www.ifm2.uqam.ca/

VB Numerical methods
Topnotch site for free VBA code for financial and mathematical applications.
http://www.vbnumericalmethods.com/

CISDM, University of Massachusetts at Amherst
Home of Tom Schneeweis, Bing Liang, Hossein Kazemi, and other top researchers
in alternative investments.
http://cisdm.som.umass.edu/

EDHEC School of Management, Nice
Home of Lionel Martellini, Noel Amenc, Francois-Serge Lhabitant and others. 
The best European business school for hedge fund research and education.
http://www.edhec.com/

Dr. Greg N. Gregoriou
One of the most prolific U.S.-based researchers on hedge funds.
http://faculty.plattsburgh.edu/greg.gregoriou/

HFR
One of the most complete providers of hedge fund data.
https://www.hedgefundresearch.com/

The Barclay Group
A premier site for data on CTAs and alternative investments.
http://www.barclaygrp.com/

Espen Haug
A nice option pricing site from the "Collector".
http://www.espenhaug.com/