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analyticcomb.jl

Solutions for combinatorial problems using symbolic methods.

blpdata.jl

Julia language wrapper for the Bloomberg™ API

bruno.jl

Repository for the Julia package with financial tools for data generation, asset pricing and strategy testing

causalitytools.jl

Algorithms for detecting associations, dynamical influences and causal inference from data.

cepstralcoefficients.jl

This package provides various tools for calculating the cepstral coefficients of time series and clustering them in Julia.

clusteranalysis.jl

Cluster Algorithms from Scratch with Julia Lang. (K-Means and DBSCAN)

copulas.jl

A fully `Distributions.jl`-compliant copula package

curlhttp.jl

CurlHTTP is a wrapper around LibCURL that provides a more Julia like interface to doing HTTP via Curl.

dataassim.jl

Implementation of various ensemble Kalman Filter data assimilation methods in Julia

dbinterface.jl

Database interface definitions for Julia

dukascopyticksreader.jl

A Julia library to download tick data from Dukascopy https://www.dukascopy.com/swiss/english/marketwatch/historical/

fastback.jl

Blazing fast Julia backtester.

fastbin

Fast binary serialization for C++ and Julia data objects used for IPC and efficient storage.

financialderivatives.jl

Financial derivatives modeling and pricing in Julia.

financialtoolbox.jl

Useful functions for Black–Scholes Model in the Julia Language

finrl

FinRL: Financial Reinforcement Learning. 🔥

fourcastnet

Initial public release of code, data, and model weights for FourCastNet

funsql.jl

Julia library for compositional construction of SQL queries

hampeloutliers.jl

Hampel filter implemented in Julia

handcalcs.jl

Julia package for converting Julia calculations into rendered latex.

hiddenmarkovmodels.jl

A Julia package for simulation, inference and learning of Hidden Markov Models.

incta.jl

Julia Incremental Technical Analysis Indicators (inspired by talipp)

indicators.jl

Financial market technical analysis & indicators in Julia

jobschedulers.jl

A Julia-based job scheduler and workload manager inspired by Slurm, PBS and Crontab.

lowlevelparticlefilters.jl

State estimation, smoothing and parameter estimation using Kalman and particle filters.

marketcycles.jl

Digital Signal Processing Indicators For Market Data.

midas.jl

Mixed Data Sampling (MIDAS) regressions in Julia

neuralforecast

Scalable and user friendly neural :brain: forecasting algorithms.

octo.jl

Octo.jl 🐙 is an SQL Query DSL in Julia

onlineportfolioanalytics.jl