Econometrics in Julia

Expectation operators for Distributions.jl objects

Dynamic asset management routines

A Julia version of Gensys (Sims 2000)

Economic modeling in Julia

Fetch Data from Yahoo Finance

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

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Open platform to investigate markets

Providing access to Bloomberg financial data in Julia

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

Interest Rates calculation, indexing and Term Structures.

Some functionality to be shared among packages

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

Analysis of high frequency quantitative data in Julia

Financial blotter

Backtesting and trading with Julia reactive programming.

Immutable timestamped values

A port of OpenFisca-France to Julia. This is the OpenFisca package containing the formulas and parameters of the french tax-benefit system.

A port of OpenFisca-Core to Julia. This is the core module of OpenFisca, without GUI or country-specific code & data

For calculating the ruin probability with real data under different claims models

Accessing World Bank Data from Julia

Julia package for connecting to the EodData.com XML Web Service.

Julia Package to read from the St. Louis Federal Reserve Bank API

Accessing econometric data

Julia implementation of QuantEcon routines

Describe and model financial markets objects using Julia

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A collection of commonly used metrics in finance

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Zero Variance Simulations in Julia

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

Julia GARCH package

This project has moved to https://git.dynare.org/Dynare/Dynare.jl

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

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

Trade and Portfolio Accounting in Julia

Quantitative trading framework in Julia

Technical analysis of financial time series in Julia

Loss functions