Julia package for different types of asset return or price models
Author Pooksoft
1 Star
Updated Last
2 Years Ago
Started In
July 2020



PooksoftAssetModelingKit.jl is a Julia package to model underlying equity pricing as a function of time. PooksoftAssetModelingKit.jl is a member of the Project Serenity collection of packages from Pooksoft, along with PooksoftOptionsKit.jl and PooksoftAlphaVantageDataStore.jl packages.

Installation and Requirements

PooksoftAssetModelingKit.jl requires Julia 1.5.x or above. PooksoftAssetModelingKit.jl is organized as a Julia package which can be installed in the package mode of Julia.

To install PooksoftAssetModelingKit.jl in your project my_project, start the Julia REPL in the root directory of my_project and enter the package mode using the ] key (to get back press the backspace or ^C keys). Package mode is the build in package management system in Julia. Package mode documentation can be found here. Once in package mode prompt enter the commands:

(v1.5) pkg> activate .
(v1.5) pkg> add https://github.com/Pooksoft/PooksoftAssetModelingKit.jl.git

This will activate my_project, and install the PooksoftAssetModelingKit.jl package into the context of my_project. To install other required packages, simply add them using the add command.

How do you get the code?

PooksoftAssetModelingKit.jl is an open source project, available under a MIT software license. You can download this repository as a zip file, clone or pull it by using the command (from the command-line):

$ git pull https://github.com/Pooksoft/PooksoftAssetModelingKit.jl.git


$ git clone https://github.com/Pooksoft/PooksoftAssetModelingKit.jl.git

and pretty much do anything you want with it. However, if you do pull the code, drop us a star to keep track of the latest and greatest updates.

How do I contribute to this package, or other Serenity packages?

Fork the project and go crazy with it! Check out Rob Allen's DevNotes for a beginner's guide to contributing to a GitHub project to get started.

Disclaimer and risks

PooksoftAssetModelingKit.jl is offered solely for training and informational purposes. No offer or solicitation to buy or sell securities or securities derivative products of any kind, or any type of investment or trading advice or strategy, is made, given or in any manner endorsed by Pooksoft.

Trading involves risk. Carefully review your financial situation before investing in securities, futures contracts, options or commodity interests. Past performance, whether actual or indicated by historical tests of strategies, is no guarantee of future performance or success. Trading is generally not appropriate for someone with limited resources, investment or trading experience, or a low-risk tolerance. Only risk capital that will not be needed for living expenses.

You are fully responsible for any investment or trading decisions you make, and such decisions should be based solely on your evaluation of your financial circumstances, investment or trading objectives, risk tolerance and liquidity needs.