Pinned Repositories
FinancialBlotter.jl
Trade and Portfolio Accounting in Julia
FinancialDerivatives.jl
Financial derivatives modeling and pricing in Julia.
MarketData.jl
Time series market data
MarketTechnicals.jl
Technical analysis of financial time series in Julia
Portfolio.jl
PortfolioModels.jl
Financial portfolio modeling in Julia
QuantLib.jl
Quantlib implementation in pure Julia
Roadmap
High-level overview of group's goals and objectives
TradeModels.jl
Modeling the allocation of resources to markets based on the restraints of objective functions
TradingLogic.jl
Backtesting and trading with Julia reactive programming.
Quantitative Finance in Julia's Repositories
JuliaQuant/MarketData.jl
Time series market data
JuliaQuant/MarketTechnicals.jl
Technical analysis of financial time series in Julia
JuliaQuant/TradingLogic.jl
Backtesting and trading with Julia reactive programming.
JuliaQuant/FinancialDerivatives.jl
Financial derivatives modeling and pricing in Julia.
JuliaQuant/QuantLib.jl
Quantlib implementation in pure Julia
JuliaQuant/PortfolioModels.jl
Financial portfolio modeling in Julia
JuliaQuant/FinancialBlotter.jl
Trade and Portfolio Accounting in Julia
JuliaQuant/TradeModels.jl
Modeling the allocation of resources to markets based on the restraints of objective functions
JuliaQuant/Roadmap
High-level overview of group's goals and objectives
JuliaQuant/Portfolio.jl
JuliaQuant/FinancialAnalytics.jl
A collection of commonly used metrics in finance
JuliaQuant/FinancialAssets.jl
modeling financial assets and instruments in Julia
JuliaQuant/FinancialSeries.jl
Data structures for financial time series
JuliaQuant/Grist.jl
Financial blotter
JuliaQuant/LibTrading.jl
JuliaQuant/RecurrentNN.jl
Deep RNN, LSTM, GRU, GF-RNN, and GF-LSTMs in Julia
JuliaQuant/Timestamps.jl
Immutable timestamped values
JuliaQuant/OnlineAI.jl
Machine learning for sequential/streaming data
JuliaQuant/FactorModels.jl
JuliaQuant/FinancialMarkets.jl
Describe and model financial markets objects using Julia
JuliaQuant/Reactive.jl
Reactive programming primitives for Julia
JuliaQuant/Ito.jl
A Julia package for quantitative finance