Not sure if we can consider this package as a "serious quant finance"
one... but I wrote some month ago
It's a Julia wrapper for TA-Lib (technical analysis library)
Status is still "Work In Progress"
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?