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@JuliaQuant Quantitative Finance in Julia

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    22 repositories

    • MarketData.jl

      Public
      Time series market data
      time-seriesfinancial-datajulia
      Julia
      •
      Other
      •21•147•9•1•Updated Sep 9, 2024Sep 9, 2024

    • FinancialDerivatives.jl

      Public
      Financial derivatives modeling and pricing in Julia.
      financejuliaderivatives
      Julia
      •
      Other
      •13•57•2•0•Updated Aug 7, 2024Aug 7, 2024

    • MarketTechnicals.jl

      Public
      Technical analysis of financial time series in Julia
      Julia
      •
      Other
      •25•127•16•2•Updated Nov 5, 2021Nov 5, 2021

    • Timestamps.jl

      Public
      Immutable timestamped values
      Julia
      •
      MIT License
      •9•5•5•0•Updated Apr 8, 2021Apr 8, 2021

    • Portfolio.jl

      Public
      Julia
      •
      MIT License
      •0•8•4•0•Updated Mar 30, 2021Mar 30, 2021

    • TradingLogic.jl

      Public
      Backtesting and trading with Julia reactive programming.
      Julia
      •
      Other
      •22•61•6•1•Updated May 20, 2017May 20, 2017

    • FinancialBlotter.jl

      Public
      Trade and Portfolio Accounting in Julia
      Julia
      •
      Other
      •12•13•0•0•Updated May 23, 2016May 23, 2016

    • QuantLib.jl

      Public
      Quantlib implementation in pure Julia
      Julia
      •
      Other
      •42•27•0•0•Updated Apr 5, 2016Apr 5, 2016

    • TradeModels.jl

      Public
      Modeling the allocation of resources to markets based on the restraints of objective functions
      Julia
      •
      MIT License
      •7•13•2•0•Updated Mar 15, 2016Mar 15, 2016

    • FinancialAnalytics.jl

      Public
      A collection of commonly used metrics in finance
      C
      •
      MIT License
      •7•8•0•0•Updated Oct 6, 2015Oct 6, 2015

    • OnlineAI.jl

      Public
      Machine learning for sequential/streaming data
      Julia
      •
      Other
      •10•4•0•0•Updated Aug 29, 2015Aug 29, 2015

    • RecurrentNN.jl

      Public
      Deep RNN, LSTM, GRU, GF-RNN, and GF-LSTMs in Julia
      Julia
      •
      Other
      •23•6•0•0•Updated Jun 24, 2015Jun 24, 2015

    • Reactive.jl

      Public
      Reactive programming primitives for Julia
      Julia
      •
      Other
      •46•2•0•0•Updated Apr 20, 2015Apr 20, 2015

    • Grist.jl

      Public
      Financial blotter
      Julia
      •
      MIT License
      •3•5•1•0•Updated Mar 31, 2015Mar 31, 2015

    • FinancialAssets.jl

      Public
      modeling financial assets and instruments in Julia
      Julia
      •
      MIT License
      •8•8•2•0•Updated Mar 20, 2015Mar 20, 2015

    • FinancialSeries.jl

      Public
      Data structures for financial time series
      Julia
      •
      MIT License
      •9•7•3•0•Updated Feb 20, 2015Feb 20, 2015

    • Roadmap

      Public
      High-level overview of group's goals and objectives
      5•12•14•0•Updated Feb 11, 2015Feb 11, 2015

    • FactorModels.jl

      Public
      Julia
      •
      Other
      •9•2•0•0•Updated Jan 31, 2015Jan 31, 2015

    • FinancialMarkets.jl

      Public
      Describe and model financial markets objects using Julia
      Julia
      •
      Other
      •17•2•0•0•Updated Oct 12, 2014Oct 12, 2014

    • Ito.jl

      Public
      A Julia package for quantitative finance
      Julia
      •
      Other
      •13•1•0•0•Updated Jun 28, 2014Jun 28, 2014

    • LibTrading.jl

      Public
      Julia
      •
      Other
      •12•5•0•0•Updated May 5, 2014May 5, 2014

    • PortfolioModels.jl

      Public
      Financial portfolio modeling in Julia
      Julia
      •
      Other
      •6•18•0•0•Updated Dec 20, 2013Dec 20, 2013