JuliaQuant / FinancialDerivatives.jl
Financial derivatives modeling and pricing in Julia.
☆56Updated last month
Related projects: ⓘ
- Time series market data☆145Updated last week
- Backtesting and trading with Julia reactive programming.☆61Updated 7 years ago
- Interest Rates calculation, indexing and Term Structures.☆28Updated 2 weeks ago
- Technical analysis of financial time series in Julia☆127Updated 2 years ago
- Writing financial contracts in Julia☆84Updated 9 months ago
- Fetch Data from Yahoo Finance☆20Updated 7 years ago
- Quantitative systematic trading strategy development and backtesting in Julia☆163Updated 3 years ago
- Useful functions for Black–Scholes Model in the Julia Language☆46Updated 3 weeks ago
- A Julia package for quantitative finance☆36Updated 7 years ago
- A Julia wrapper for the Alpha Vantage API.☆85Updated 2 months ago
- Julia interface to the Alpaca Trading API☆29Updated last week
- A limit order book matching engine written in Julia☆27Updated 2 years ago
- Time series implementation for the Julia language focused on efficiency and flexibility☆100Updated last year
- Quantlib implementation in pure Julia☆137Updated 4 years ago
- A Julia implementation of Interactive Brokers API☆62Updated this week
- Julia Package for Financial Monte Carlo Simulations☆23Updated 3 weeks ago
- A Julia wrapper for TA-Lib☆52Updated 7 years ago
- Differential equation problem specifications and scientific machine learning for common financial models☆25Updated last month
- Julia api to Quandl open source financial, economic and social datasets☆67Updated 5 years ago
- A Julia package for estimating ARMA-GARCH models.☆90Updated 6 months ago
- Quantlib implementation in pure Julia☆27Updated 8 years ago
- A Julia interface to the CoinbasePro API.☆28Updated 5 months ago
- Julia wrapper for Bloomberg BLPAPI☆10Updated 4 years ago
- Repository for the Julia package with financial tools for data generation, asset pricing and strategy testing☆34Updated last year
- Financial Theory Course (MSc, Julia code)☆61Updated this week
- Algorithmic trading and backtesting framework in pure julia☆56Updated 10 months ago
- Download historical stock market data from Yahoo Finance. Exposes stock, commodity, futures, currency (FX), mutual fund, and ETF prices, …☆33Updated last week
- Download Yahoo Finance market data in Julia.☆9Updated 6 months ago
- Describe and model financial markets objects using Julia☆20Updated 5 years ago
- A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.☆65Updated 2 weeks ago