Actuarial Science Packages
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DSGE.jl864Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)
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QuantEcon.jl504Julia implementation of QuantEcon routines
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MarketData.jl145Time series market data
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QuantLib.jl137Quantlib implementation in pure Julia
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MarketTechnicals.jl127Technical analysis of financial time series in Julia
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Dynare.jl86A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.
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AlphaVantage.jl85A Julia wrapper for the Alpha Vantage API.
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Miletus.jl83Writing financial contracts in Julia
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SMM.jl79Simulated Method of Moments for Julia
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Econometrics.jl69Econometrics in Julia
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Quandl.jl67Julia api to Quandl open source financial, economic and social datasets
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BusinessDays.jl65:calendar: A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.
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FredData.jl62Pull data from Federal Reserve Economic Data (FRED) directly into Julia
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TradingLogic.jl61Backtesting and trading with Julia reactive programming.
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Expectations.jl57Expectation operators for Distributions.jl objects
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Dolo.jl57Economic modeling in Julia
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FinancialDerivatives.jl56Financial derivatives modeling and pricing in Julia.
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Stonks.jl53Julia library for standardizing financial data retrieval and storage from multiple APIs.
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FinancialToolbox.jl46Useful functions for Black–Scholes Model in the Julia Language
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InvestorsExchange.jl42-
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Ito.jl36A Julia package for quantitative finance
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InterestRates.jl28Interest Rates calculation, indexing and Term Structures.
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LibTrading.jl22-
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YStockData.jl20Fetch Data from Yahoo Finance
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Currencies.jl20-
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FinMarkets.jl20Describe and model financial markets objects using Julia
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EconDatasets.jl15Accessing econometric data
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GARCH.jl13Julia GARCH package
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FinancialBlotter.jl13Trade and Portfolio Accounting in Julia
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TradeModels.jl13Modeling the allocation of resources to markets based on the restraints of objective functions
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Bloomberg.jl10Providing access to Bloomberg financial data in Julia
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FinanceStats.jl8A collection of commonly used metrics in finance
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Grist.jl5Financial blotter
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Gensys.jl5A Julia version of Gensys (Sims 2000)
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Timestamps.jl5Immutable timestamped values
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BigFinance.jl5Analysis of high frequency quantitative data in Julia
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Loss.jl4Loss functions
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SDE.jl3This package is obsoleted by https://github.com/mschauer/Bridge.jl
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DynAssMgmt.jl2Dynamic asset management routines
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RobHood.jl2Open platform to investigate markets
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