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@JuliaQuant

Quantitative Finance in Julia

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  1. Roadmap Roadmap Public

    High-level overview of group's goals and objectives

    13 5

Repositories

Showing 10 of 22 repositories
  • FinancialDerivatives.jl Public

    Financial derivatives modeling and pricing in Julia.

    JuliaQuant/FinancialDerivatives.jl’s past year of commit activity
    Julia 59 13 0 0 Updated Dec 4, 2024
  • MarketData.jl Public

    Time series market data

    JuliaQuant/MarketData.jl’s past year of commit activity
    Julia 152 21 10 1 Updated Sep 9, 2024
  • MarketTechnicals.jl Public

    Technical analysis of financial time series in Julia

    JuliaQuant/MarketTechnicals.jl’s past year of commit activity
    Julia 127 25 16 2 Updated Nov 5, 2021
  • Timestamps.jl Public

    Immutable timestamped values

    JuliaQuant/Timestamps.jl’s past year of commit activity
    Julia 6 MIT 9 5 0 Updated Apr 8, 2021
  • Portfolio.jl Public
    JuliaQuant/Portfolio.jl’s past year of commit activity
    Julia 9 MIT 0 4 0 Updated Mar 30, 2021
  • TradingLogic.jl Public

    Backtesting and trading with Julia reactive programming.

    JuliaQuant/TradingLogic.jl’s past year of commit activity
    Julia 63 22 6 (1 issue needs help) 1 Updated May 20, 2017
  • FinancialBlotter.jl Public

    Trade and Portfolio Accounting in Julia

    JuliaQuant/FinancialBlotter.jl’s past year of commit activity
    Julia 15 12 0 0 Updated May 23, 2016
  • QuantLib.jl Public Forked from pazzo83/QuantLib.jl

    Quantlib implementation in pure Julia

    JuliaQuant/QuantLib.jl’s past year of commit activity
    Julia 27 42 0 0 Updated Apr 5, 2016
  • TradeModels.jl Public

    Modeling the allocation of resources to markets based on the restraints of objective functions

    JuliaQuant/TradeModels.jl’s past year of commit activity
    Julia 14 MIT 7 2 0 Updated Mar 15, 2016
  • FinancialAnalytics.jl Public

    A collection of commonly used metrics in finance

    JuliaQuant/FinancialAnalytics.jl’s past year of commit activity
    C 8 MIT 7 0 0 Updated Oct 6, 2015
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