Hi guys, Not sure if we can consider this package as a "serious quant finance" one... but I wrote some month ago https://github.com/femtotrader/TALib.jl It's a Julia wrapper for TA-Lib (technical analysis library) Status is still "Work In Progress"
Kind regards Le vendredi 11 septembre 2015 08:05:39 UTC+2, Ferenc Szalma a écrit : > > Are there any quant finance packages for Julia? I see some rudimentary > calendar and day-counting in Ito.js for example but not much for even a > simple yield2price or price2yield or any bond objects in Julia packages on > GitHub. What is the best approach, using C++ function/object from Quantlib, > to finance in Julia? >
