AthenaFx

In 2006 at the London Stock Exchange, over 40% of all orders were entered by algo traders, with 60% predicted for 2007. American markets and equity markets generally have a higher proportion of algo trades than other markets, and estimates for 2008 range as high as an 80% proportion in some markets.
Foreign exchange markets also have active algo trading (about 25% of orders in 2006). Futures and options markets are considered to be fairly easily integrated into algorithmic trading with about 20% of options volume expected to be computer generated by 2010. Bond markets are moving toward more access to algorithmic traders.

A free/open-source library for quantitative finance

The QuantLib project is aimed at providing a comprehensive software framework for quantitative finance. QuantLib is a free/opensource  library for modeling, trading, and risk management in real-life.

Appreciated by quantitative analysts and developers, it is intended for academics and practitioners alike, eventually promoting a stronger interaction between them. QuantLib offers tools that are useful both for practical implementation and for advanced modeling, with features such as market conventions, yield curve models, solvers, PDEs, Monte Carlo (low-discrepancy included), exotic options, VAR, and so on.