USU-Analytics-Solution-Center / Bruno.jl
Repository for the Julia package with financial tools for data generation, asset pricing and strategy testing
☆34Updated last year
Related projects ⓘ
Alternatives and complementary repositories for Bruno.jl
- Download historical stock market data from Yahoo Finance. Exposes stock, commodity, futures, currency (FX), mutual fund, and ETF prices, …☆36Updated last month
- Timeseries in Julia☆93Updated 4 months ago
- Financial Theory Course (MSc, Julia code)☆63Updated last month
- Composable contracts, models, and functions that allow for modeling of both simple and complex financial instruments☆36Updated last month
- ☆21Updated last year
- Julia library for standardizing financial data retrieval and storage from multiple APIs.☆53Updated 2 years ago
- Julia Package for Financial Monte Carlo Simulations☆23Updated 2 months ago
- Simulate stochastic timeseries that follow ARFIMA, ARMA, ARIMA, AR, etc. processes☆51Updated last year
- A Julia package for estimating ARMA-GARCH models.☆92Updated 2 weeks ago
- Common functions in actuarial and financial routines☆39Updated 6 months ago
- MarSwitching.jl: Julia package for Markov switching dynamic models☆39Updated 3 months ago
- Simple web scraping☆31Updated last year
- Julia Incremental Technical Analysis Indicators (inspired by talipp)☆18Updated 4 months ago
- ☆26Updated this week
- A package for estimating and regularising correlation and covariance matrices with high frequency financial data☆12Updated 6 months ago
- Julia interface to the Alpaca Trading API☆31Updated last month
- Algorithmic trading and backtesting framework in pure julia☆57Updated last year
- A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.☆66Updated 2 months ago
- Lightweight robust covariance estimation in Julia☆42Updated 7 months ago
- Terminal UI for [compat] section of Julia Project.toml files.☆69Updated last year
- A Julia package for simulation, inference and learning of Hidden Markov Models.☆87Updated last month
- A fully `Distributions.jl`-compliant copula package☆93Updated last month
- Linear Regression for Julia☆12Updated 2 years ago
- Interest Rates calculation, indexing and Term Structures.☆28Updated 2 months ago
- Expectation operators for Distributions.jl objects☆57Updated 10 months ago
- Julia language wrapper for the Bloomberg™ API☆19Updated last month
- This package offers both traditional benchmark and newly developed Online Portfolio Selection (OPS) algorithms implementation.☆16Updated this week
- Parallel computing with a tree of files metaphor☆89Updated 3 months ago
- Generalized Linear Regressions Models (penalized regressions, robust regressions, ...)☆81Updated 8 months ago
- Julia package containing utilities intended for Time Series analysis.☆46Updated 2 years ago