Quantitative risk and performance analysis package for financial time series powered by the Julia language.
MIT License
Financial market technical analysis & indicators in Julia
A package full of toys for me to use in my other programs.
Quantitative systematic trading strategy development and backtesting in Julia
Distributed High-Performance Symbolic Regression in Julia
ODE integration using Taylor's method, and more, in Julia
Regression models for beta distributed responses in Julia
Linear Regression for Julia
Fast operator-overloading Jacobian & Hessian sparsity detection.
Bayesian optimization for Julia
A Julia package for robust regressions using M-estimators and quantile regressions
Julia package for working with simple portfolios of financial assets
Robust, Fast, and Parallel Global Sensitivity Analysis (GSA) in Julia
Download historical stock market data from Yahoo Finance. Exposes stock, commodity, futures, curr...
A flexible, schedule-driven backtesting library in Julia
Implementation of a Partial Least Squares Regressor