Quantitative Finance in Julia (JuliaQuant)

Quantitative Finance in Julia

JuliaQuant

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Quantitative Finance in Julia's repositories

MarketData.jl

Time series market data

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MarketTechnicals.jl

Technical analysis of financial time series in Julia

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TradingLogic.jl

Backtesting and trading with Julia reactive programming.

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FinancialDerivatives.jl

Financial derivatives modeling and pricing in Julia.

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QuantLib.jl

Quantlib implementation in pure Julia

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PortfolioModels.jl

Financial portfolio modeling in Julia

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FinancialBlotter.jl

Trade and Portfolio Accounting in Julia

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TradeModels.jl

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

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Roadmap

High-level overview of group's goals and objectives

FinancialAnalytics.jl

A collection of commonly used metrics in finance

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FinancialAssets.jl

modeling financial assets and instruments in Julia

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FinancialSeries.jl

Data structures for financial time series

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RecurrentNN.jl

Deep RNN, LSTM, GRU, GF-RNN, and GF-LSTMs in Julia

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Grist.jl

Financial blotter

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Timestamps.jl

Immutable timestamped values

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OnlineAI.jl

Machine learning for sequential/streaming data

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FinancialMarkets.jl

Describe and model financial markets objects using Julia

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Reactive.jl

Reactive programming primitives for Julia

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Ito.jl

A Julia package for quantitative finance

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