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Top Packages Pkgs

1

QuantEcon

Julia implementation of QuantEcon routines

2

Quandl

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

3

Ito

A Julia package for quantitative finance

5

Dynare

Economic and DSGE modeling for Julia

6

FredData

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

7

FinancialMarkets

Describe and model financial markets objects using Julia

8

Currencies

Simple checked fixed-point currencies for Julia.

9

BusinessDays

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

10

InterestRates

Interest Rates calculation, indexing and Term Structures.

11

GARCH

Julia GARCH package

12

SDE

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

13

Loss

Loss functions

14

Timestamps

Immutable timestamped values

15

ZVSimulator

Zero Variance Simulations in Julia