Quantitative Finance in Julia (@JuliaQuant)
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JuliaQuant

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  • Stars
    star
    522
  • Global Org. Rank 23,250 (Top 8 %)
  • Registered about 11 years ago
  • Most used languages
    Julia
         92.3 %
    C
         7.7 %

Top repositories

1

MarketData.jl

Time series market data
Julia
144
star
2

MarketTechnicals.jl

Technical analysis of financial time series in Julia
Julia
125
star
3

TradingLogic.jl

Backtesting and trading with Julia reactive programming.
Julia
61
star
4

FinancialDerivatives.jl

Financial derivatives modeling and pricing in Julia.
Julia
53
star
5

PortfolioModels.jl

Financial portfolio modeling in Julia
Julia
18
star
6

TradeModels.jl

Modeling the allocation of resources to markets based on the restraints of objective functions
Julia
13
star
7

FinancialBlotter.jl

Trade and Portfolio Accounting in Julia
Julia
13
star
8

Roadmap

High-level overview of group's goals and objectives
12
star
9

FinancialAssets.jl

modeling financial assets and instruments in Julia
Julia
8
star
10

Portfolio.jl

Julia
8
star
11

FinancialAnalytics.jl

A collection of commonly used metrics in finance
C
8
star
12

FinancialSeries.jl

Data structures for financial time series
Julia
7
star
13

Timestamps.jl

Immutable timestamped values
Julia
5
star
14

Grist.jl

Financial blotter
Julia
5
star