Financial Open Source Software

iTrade project :
http://itrade.sourceforge.net/index.htm
Qtstalker – Commodity and stock market charting and Technical analysis :
http://qtstalker.sourceforge.net/
Optoin Viewer :
http://sourceforge.net/projects/option
Advance Stock Tracker :
http://advancedstocktracker.org/component/option,com_frontpage/Itemid,1/
Auge is an easy-to-use financial portfolio management pplication :
http://auge.sourceforge.net/
Open Java Trading System :
http://ojts.sourceforge.net/
OROPURO trading software (Italian) :
http://www.oropuro.org/en-index.htm
Stock Maniac :
http://stockmaniac.sourceforge.net/index.php?option=com_content&task=view&id=26&Itemid=82

Data Mining Open Source Software

WEKA
http://www.cs.waikato.ac.nz/ml/weka/
Pentaho
http://www.pentaho.com/
SVMlight
http://svmlight.joachims.org/
Lots of Free and Non-Free Data Mining Software
http://www.kdnuggets.com/software/suites.html

Optimization Software
COIN-OR
http://www.coin-or.org/projects.html