@JuliaQuant

Quantitative Finance in Julia

  • Technical analysis of financial time series in Julia

    Julia 27 7 Updated Mar 16, 2017
  • Time series market data

    Julia 25 9 Updated Dec 17, 2016
  • Backtesting and trading with Julia reactive programming.

    Julia 20 10 Updated May 23, 2016
  • Trade and Portfolio Accounting in Julia

    Julia 6 7 Updated May 23, 2016
  • Quantlib implementation in pure Julia

    Julia 6 12 Updated Apr 5, 2016
  • Modeling the allocation of resources to markets based on the restraints of objective functions

    Julia 8 4 Updated Mar 15, 2016
  • A collection of commonly used metrics in finance

    C 3 3 Updated Oct 6, 2015
  • Immutable timestamped values

    Julia 2 5 Updated Oct 2, 2015
  • Machine learning for sequential/streaming data

    Julia 1 5 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 33 Updated Apr 20, 2015
  • Financial blotter

    Julia 3 1 Updated Mar 30, 2015
  • modeling financial assets and instruments in Julia

    Julia 2 4 Updated Mar 20, 2015
  • Data structures for financial time series

    Julia 2 3 Updated Feb 20, 2015
  • High-level overview of group's goals and objectives

    8 4 Updated Feb 11, 2015
  • Julia 1 2 Updated Jan 31, 2015
  • Describe and model financial markets objects using Julia

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

    Forked from aviks/Ito.jl

    A Julia package for quantitative finance

    Julia 12 Updated Jun 29, 2014
  • Julia 2 6 Updated May 5, 2014
  • Financial portfolio modeling in Julia

    Julia 10 3 Updated Dec 20, 2013