Technical analysis of financial time series in Julia

A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.

Pull data from Federal Reserve Economic Data (FRED) directly into Julia

Writing financial contracts in Julia

Julia implementation of QuantEcon routines

Solve and estimate Dynamic Stochastic General Equilibrium models (including the New York Fed DSGE)

Useful functions for Black–Scholes Model in the Julia Language

:calendar: A highly optimized Business Days calculator written in Julia language. Also known as Working Days calculator.

Quantlib implementation in pure Julia

Julia api to Quandl open source financial, economic and social datasets

Backtesting and trading with Julia reactive programming.

Time series market data

Interest Rates calculation, indexing and Term Structures.

Economic modeling in Julia

Julia library for standardizing financial data retrieval and storage from multiple APIs.

A Julia wrapper for the Alpha Vantage API.

Expectation operators for Distributions.jl objects

Financial derivatives modeling and pricing in Julia.

Econometrics in Julia

A collection of commonly used metrics in finance

Fetch Data from Yahoo Finance

Simulated Method of Moments for Julia

A Julia package for quantitative finance

Describe and model financial markets objects using Julia

Open platform to investigate markets

Trade and Portfolio Accounting in Julia

A Julia version of Gensys (Sims 2000)

Financial blotter

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

Immutable timestamped values

Analysis of high frequency quantitative data in Julia

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Julia GARCH package

Accessing econometric data

Dynamic asset management routines

This package is obsoleted by https://github.com/mschauer/Bridge.jl

Providing access to Bloomberg financial data in Julia

Some functionality to be shared among packages