@JuliaQuant

Quantitative Finance in Julia

  • Time series market data

    Julia 33 15 Updated Aug 25, 2018
  • Technical analysis of financial time series in Julia

    Julia 54 13 Updated Jul 15, 2018
  • Backtesting and trading with Julia reactive programming.

    Julia 30 13 1 issue needs help Updated May 20, 2017
  • Trade and Portfolio Accounting in Julia

    Julia 10 8 Updated May 23, 2016
  • Quantlib implementation in pure Julia

    Julia 9 18 Updated Apr 5, 2016
  • Modeling the allocation of resources to markets based on the restraints of objective functions

    Julia 10 5 MIT Updated Mar 15, 2016
  • A collection of commonly used metrics in finance

    C 5 4 MIT Updated Oct 6, 2015
  • Immutable timestamped values

    Julia 2 6 MIT Updated Oct 2, 2015
  • Machine learning for sequential/streaming data

    Julia 1 6 Updated Aug 29, 2015
  • Deep RNN, LSTM, GRU, GF-RNN, and GF-LSTMs in Julia

    Julia 5 18 Updated Jun 24, 2015
  • Reactive programming primitives for Julia

    Julia 2 42 Updated Apr 21, 2015
  • Financial blotter

    Julia 4 1 MIT Updated Mar 31, 2015
  • modeling financial assets and instruments in Julia

    Julia 3 5 MIT Updated Mar 20, 2015
  • Data structures for financial time series

    Julia 4 4 MIT Updated Feb 20, 2015
  • High-level overview of group's goals and objectives

    11 4 Updated Feb 11, 2015
  • Julia 2 4 Updated Jan 31, 2015
  • Describe and model financial markets objects using Julia

    Julia 1 14 Updated Oct 12, 2014
  • Ito.jl

    Forked from aviks/Ito.jl

    A Julia package for quantitative finance

    Julia 13 Updated Jun 28, 2014
  • Julia 3 9 Updated May 5, 2014
  • Financial portfolio modeling in Julia

    Julia 13 4 Updated Dec 20, 2013