rcalxrc08 / FinancialToolbox.jlView external linksLinks
Useful functions for Black–Scholes Model in the Julia Language
☆53Feb 2, 2026Updated 2 weeks ago
Alternatives and similar repositories for FinancialToolbox.jl
Users that are interested in FinancialToolbox.jl are comparing it to the libraries listed below
Sorting:
- A package for estimating and regularising correlation and covariance matrices with high frequency financial data☆14Feb 4, 2026Updated last week
- A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.☆69Dec 14, 2025Updated 2 months ago
- Financial derivatives modeling and pricing in Julia.☆64Dec 2, 2025Updated 2 months ago
- A limit order book matching engine written in Julia☆34Dec 2, 2021Updated 4 years ago
- Julia Package for Financial Monte Carlo Simulations☆24Jan 27, 2026Updated 2 weeks ago
- Quantlib implementation in pure Julia☆142Feb 18, 2020Updated 5 years ago
- Fast moving quantile filters that sort data within moving window☆14Oct 23, 2025Updated 3 months ago
- Implement improved string literals with Swift-style syntax for interpolation, hex, & unicode characters, plus C & Python style formatting…☆16Apr 9, 2020Updated 5 years ago
- Quantitative risk and performance analysis package for financial time series powered by the Julia language.☆15Feb 2, 2026Updated 2 weeks ago
- Repository for the Julia package with financial tools for data generation, asset pricing and strategy testing☆40Sep 15, 2023Updated 2 years ago
- MCMC Inference for a Hawkes process in Julia☆25May 2, 2023Updated 2 years ago
- A Julia package for estimating ARMA-GARCH models.☆100Jan 16, 2026Updated last month
- Fully Flexible Probabilities for Stress-Testing and Portfolio Construction☆20Sep 29, 2022Updated 3 years ago
- Online empirical cumulative distribution functions☆34Sep 28, 2024Updated last year
- Add virtual padding to the edges of an array☆51Dec 15, 2025Updated 2 months ago
- Interest Rates calculation, indexing and Term Structures.☆29Sep 1, 2024Updated last year
- Data generator based on copulas☆23May 17, 2023Updated 2 years ago
- Composable contracts, models, and functions that allow for modeling of both simple and complex financial instruments☆40Feb 7, 2026Updated last week
- Technical analysis of financial time series in Julia☆130Nov 5, 2021Updated 4 years ago
- A Julia implementation of Interactive Brokers API☆68Feb 7, 2026Updated last week
- Financial market technical analysis & indicators in Julia☆226Dec 6, 2022Updated 3 years ago
- Differentiable tree-based models for tabular data☆28Jan 20, 2026Updated 3 weeks ago
- Julia Incremental Technical Analysis Indicators (inspired by talipp)☆29Jan 6, 2026Updated last month
- A Julia distribution for science, out of the box☆25Nov 19, 2025Updated 2 months ago
- Traditional methods for volatility forecast of multiscale and high-dimensional data like foreign-exchange and stock market volatility ha…☆11Jun 1, 2017Updated 8 years ago
- ☆16Sep 9, 2024Updated last year
- Time series implementation for the Julia language focused on efficiency and flexibility☆101Mar 3, 2023Updated 2 years ago
- Julia enum made nicer☆10May 28, 2020Updated 5 years ago
- Bayesian optimisation for fast approximate inference in state-space models with intractable likelihoods☆13Nov 29, 2017Updated 8 years ago
- header only essentials of QuantLib☆25Nov 4, 2017Updated 8 years ago
- Julia implementation of QuantEcon routines☆538Jan 10, 2026Updated last month
- Build custom model types for estimation.☆13Apr 17, 2025Updated 9 months ago
- Semi-automatic analysis of a financial series using Python.☆13Nov 30, 2021Updated 4 years ago
- 🥞☆28Nov 26, 2024Updated last year
- Econometrics in Julia☆78Mar 27, 2025Updated 10 months ago
- Julia library for standardizing financial data retrieval and storage from multiple APIs.☆54Mar 12, 2025Updated 11 months ago
- fast parsing machinery for basic types in Julia☆119May 22, 2025Updated 8 months ago
- Fast generated functions for text parsing. Implements a CSV parser.☆59Feb 23, 2025Updated 11 months ago
- GARCH models estimated using autodiff.☆17May 12, 2025Updated 9 months ago