# Finance and Economics

**URL:** https://discourse.julialang.org/c/domain/fintech/33.md

[Latest](https://discourse.julialang.org/latest.md) · [Categories](https://discourse.julialang.org/categories.md) · [Tags](https://discourse.julialang.org/tags.md)

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## [About the Finance and Economics category](https://discourse.julialang.org/t/about-the-finance-and-economics-category/5037)

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**Author:** [@vchuravy](https://discourse.julialang.org/u/vchuravy)\
**Replies:** 0

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Discussions about using Julia within the Finance and Economics domains

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## [Two Microsimulation Models in Julia](https://discourse.julialang.org/t/two-microsimulation-models-in-julia/139140)

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**Author:** [@grahamstark](https://discourse.julialang.org/u/grahamstark)\
**Replies:** 0\
**Last updated:** [September 1, 2026, 3:07pm UTC](https://discourse.julialang.org/t/two-microsimulation-models-in-julia/139140 "2026-09-01T15:07:59Z")

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If you’re interested in public policy or economics, you might be interested in some Julia microsimulations I’ve been working on: https://sims.virtual-worlds.scot:8444/scotben-2026/ https://sims.virtual-worlds.scot:8444…

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## [Backtesting framework](https://discourse.julialang.org/t/backtesting-framework/47351)

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**Author:** [@bicepjai](https://discourse.julialang.org/u/bicepjai)\
**Replies:** 48\
**Last updated:** [June 17, 2026, 5:03pm UTC](https://discourse.julialang.org/t/backtesting-framework/47351 "2026-06-17T17:03:12Z")

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There seems to be no maintained package for trading backtesting framework like a framewokr in python called backtrader I did come across dysonance/Strategems.jl JuliaQuant/TradingLogic.jl Anyone in the process of cre…

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## [\[ANN\] PortfolioOptimisers.jl](https://discourse.julialang.org/t/ann-portfoliooptimisers-jl/135325)

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**Author:** [@dcelisgarza](https://discourse.julialang.org/u/dcelisgarza)\
**Replies:** 0\
**Last updated:** [January 29, 2026, 4:26pm UTC](https://discourse.julialang.org/t/ann-portfoliooptimisers-jl/135325 "2026-01-29T16:26:05Z")

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PortfolioOptimisers.jl I noticed Julia there was no comprehensive portfolio optimisation package, so I made one. It has a huge number of features, many of them composable, so the world is your oyster. I’m still actively…

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## [Incremental portfolio analytics (OnlinePortfolioAnalytics.jl)](https://discourse.julialang.org/t/incremental-portfolio-analytics-onlineportfolioanalytics-jl/113590)

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**Author:** [@FemtoTrader](https://discourse.julialang.org/u/FemtoTrader)\
**Replies:** 1\
**Last updated:** [January 5, 2026, 4:36pm UTC](https://discourse.julialang.org/t/incremental-portfolio-analytics-onlineportfolioanalytics-jl/113590 "2026-01-05T16:36:07Z")

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Hi, Sharing OnlinePortfolioAnalytics https://femtotrader.github.io/OnlinePortfolioAnalytics.jl/ This project aims to provide users with functionality for performing quantitative portfolio analytics via online algorithm…

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## [\[ANN\] Dynare.jl is now ready for testing](https://discourse.julialang.org/t/ann-dynare-jl-is-now-ready-for-testing/108177)

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**Author:** [@MichelJuillard](https://discourse.julialang.org/u/MichelJuillard)\
**Replies:** 14\
**Last updated:** [December 24, 2025, 9:37am UTC](https://discourse.julialang.org/t/ann-dynare-jl-is-now-ready-for-testing/108177 "2025-12-24T09:37:14Z")

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Dynare.jl (GitHub - DynareJulia/Dynare.jl: A Julia rewrite of Dynare: solving, simulating and estimating DSGE models.), a Julia rewriting of Dynare, is now ready for testing by users. Dynare is a software for solving, …

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## [Dynare perfect foresight simulation - how do I access solution to endogenous variables?](https://discourse.julialang.org/t/dynare-perfect-foresight-simulation-how-do-i-access-solution-to-endogenous-variables/83905)

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**Author:** [@geekbear](https://discourse.julialang.org/u/geekbear)\
**Replies:** 4\
**Last updated:** [December 23, 2025, 3:10pm UTC](https://discourse.julialang.org/t/dynare-perfect-foresight-simulation-how-do-i-access-solution-to-endogenous-variables/83905 "2025-12-23T15:10:51Z")

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I ran the example1pf.mod from Dynare.jl on GitHub. I know output is stored in the .jld2 file in the “output” folder. But how do I actually access the solution to endogenous variables so that I can use them, e.g. plotting…

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## [Adaptation of Julia for production and execution in trading](https://discourse.julialang.org/t/adaptation-of-julia-for-production-and-execution-in-trading/66628)

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**Author:** [@AMJ](https://discourse.julialang.org/u/AMJ)\
**Replies:** 8\
**Last updated:** [November 13, 2025, 7:45am UTC](https://discourse.julialang.org/t/adaptation-of-julia-for-production-and-execution-in-trading/66628 "2025-11-13T07:45:51Z")

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Came across this topic in algotrading subreddit, I was surprised not to see even one mention of Julia. It would be understanding if it’s a big fund as they usually have their own infrastructure in C++ wrapped in python b…

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## [Non-DSLs for solving intertemporal optimization problems (not just for econ)](https://discourse.julialang.org/t/non-dsls-for-solving-intertemporal-optimization-problems-not-just-for-econ/85011)

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**Author:** [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Replies:** 3\
**Last updated:** [October 10, 2025, 1:48pm UTC](https://discourse.julialang.org/t/non-dsls-for-solving-intertemporal-optimization-problems-not-just-for-econ/85011 "2025-10-10T13:48:41Z")

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This post will discuss various approaches to designing solvers for intertemporal optimization problems (in economics and hopefully other domains). Consider a fairly generic intertemporal optimization problem with 1-stat…

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## [Seeking Insights: Tickerplants and Complex Event Processing (CEP) in Julia](https://discourse.julialang.org/t/seeking-insights-tickerplants-and-complex-event-processing-cep-in-julia/131980)

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**Author:** [@rohanshiloh](https://discourse.julialang.org/u/rohanshiloh)\
**Replies:** 4\
**Last updated:** [September 22, 2025, 9:54pm UTC](https://discourse.julialang.org/t/seeking-insights-tickerplants-and-complex-event-processing-cep-in-julia/131980 "2025-09-22T21:54:32Z")

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The functional programming language and time-series vector database q/KDB has a low-latency architecture for efficiently processing extremely large volumes of real-time financial data directly from exchanges like the NYS…

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## [Introducing DCM.jl: a Julia package to estimate Discrete Choice Models](https://discourse.julialang.org/t/introducing-dcm-jl-a-julia-package-to-estimate-discrete-choice-models/131122)

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**Author:** [@ig\_hdez](https://discourse.julialang.org/u/ig_hdez)\
**Replies:** 3\
**Last updated:** [July 28, 2025, 4:13pm UTC](https://discourse.julialang.org/t/introducing-dcm-jl-a-julia-package-to-estimate-discrete-choice-models/131122 "2025-07-28T16:13:18Z")

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Hi everyone! I’m glad to share DCM.jl, a new Julia package for estimating Discrete Choice Models (Logit, Mixed Logit, Latent Class) with a focus on speed, modularity, and transparency. Some key features: Model utili…

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## [Mixed Logit Model in Julia](https://discourse.julialang.org/t/mixed-logit-model-in-julia/24995)

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**Author:** [@ig\_hdez](https://discourse.julialang.org/u/ig_hdez)\
**Replies:** 9\
**Last updated:** [July 28, 2025, 12:07pm UTC](https://discourse.julialang.org/t/mixed-logit-model-in-julia/24995 "2025-07-28T12:07:32Z")

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Hi everyone! I’ve created a script to estimate Mixed Logit Models based on the codes of Kenneth Train (Kenneth Train's Software) for MATLAB. The code and an example can be found here: https://github.com/ighdez/MultiLog…

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## [Active Bruno.jl maintainers](https://discourse.julialang.org/t/active-bruno-jl-maintainers/130864)

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**Author:** [@BioinfoBuggaBoo](https://discourse.julialang.org/u/BioinfoBuggaBoo)\
**Replies:** 0\
**Last updated:** [July 19, 2025, 8:37am UTC](https://discourse.julialang.org/t/active-bruno-jl-maintainers/130864 "2025-07-19T08:37:10Z")

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Just posting here to see if any maintainers of Bruno.jl are active here? I’m using the package regularly at present and am keen to discuss Issue 45 and possibly any work they may have been half way through completing be…

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## [FItting Price Impact Models](https://discourse.julialang.org/t/fitting-price-impact-models/129547)

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**Author:** [@dm13450](https://discourse.julialang.org/u/dm13450)\
**Replies:** 1\
**Last updated:** [June 2, 2025, 11:33am UTC](https://discourse.julialang.org/t/fitting-price-impact-models/129547 "2025-06-02T11:33:45Z")

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Another blog post in Julia, this time looking at price impact models and the practicalities in fitting them. Fitting Price Impact Models | Dean Markwick

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## [Dynamic panel data models in Julia](https://discourse.julialang.org/t/dynamic-panel-data-models-in-julia/126979)

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**Author:** [@keynescoefen](https://discourse.julialang.org/u/keynescoefen)\
**Replies:** 3\
**Last updated:** [March 17, 2025, 3:51pm UTC](https://discourse.julialang.org/t/dynamic-panel-data-models-in-julia/126979 "2025-03-17T15:51:33Z")

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Hello! Does anyone know whether any packages implement dynamic panel data models, like xtabond would in Stata? Thank you!

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## [Anyone have a working BBL implementation?](https://discourse.julialang.org/t/anyone-have-a-working-bbl-implementation/126266)

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**Author:** [@floswald](https://discourse.julialang.org/u/floswald)\
**Replies:** 0\
**Last updated:** [February 24, 2025, 9:18pm UTC](https://discourse.julialang.org/t/anyone-have-a-working-bbl-implementation/126266 "2025-02-24T21:18:30Z")

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Do any empirical IO folks on here have a working implementation of the BBL algorithm (Victor Aguirregabiria's Website - Computer Code) ? I did download the BBL code from there I now have GAUSS25. Erm…yeah. I find it ve…

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## [How to incorporate discount factor in an SDDP.jl model?](https://discourse.julialang.org/t/how-to-incorporate-discount-factor-in-an-sddp-jl-model/124598)

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**Author:** [@Engr\_Moiz\_Ahmad](https://discourse.julialang.org/u/Engr_Moiz_Ahmad)\
**Replies:** 0\
**Last updated:** [January 9, 2025, 4:48pm UTC](https://discourse.julialang.org/t/how-to-incorporate-discount-factor-in-an-sddp-jl-model/124598 "2025-01-09T16:48:35Z")

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I am working on a research paper for which I am using SDDP.jl to solve a multi-stage stochastic optimization problem. In this regard, for sensitivity analysis, I need a discount factor. However, I cannot figure out the w…

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## [Examples of well-established ABMs for economics/finance](https://discourse.julialang.org/t/examples-of-well-established-abms-for-economics-finance/121301)

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**Author:** [@Datseris](https://discourse.julialang.org/u/Datseris)\
**Replies:** 6\
**Last updated:** [October 17, 2024, 7:59am UTC](https://discourse.julialang.org/t/examples-of-well-established-abms-for-economics-finance/121301 "2024-10-17T07:59:48Z")

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Hello there! I am currently developing a small project for a student doing an MSc in Mathematics & Finance. Project is akin to a Master Thesis but 3-months long only. The goal of the project is to engage the student into…

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## [Feedback concerning some preliminary design ideas of a cashflow package](https://discourse.julialang.org/t/feedback-concerning-some-preliminary-design-ideas-of-a-cashflow-package/123700)

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**Author:** [@sylvaticus](https://discourse.julialang.org/u/sylvaticus)\
**Replies:** 2\
**Last updated:** [December 14, 2024, 1:32pm UTC](https://discourse.julialang.org/t/feedback-concerning-some-preliminary-design-ideas-of-a-cashflow-package/123700 "2024-12-14T13:32:58Z")

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I need to develop a stochastic discounted cash flow package for a project, where the analysis should include both private cost/benefit and public good values. The specific domain is the valuation of forestry investments…

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## [AlphaVantage.jl - A New Package for Getting Market Data into Julia](https://discourse.julialang.org/t/alphavantage-jl-a-new-package-for-getting-market-data-into-julia/42657)

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**Author:** [@dm13450](https://discourse.julialang.org/u/dm13450)\
**Replies:** 21\
**Last updated:** [November 7, 2024, 9:18am UTC](https://discourse.julialang.org/t/alphavantage-jl-a-new-package-for-getting-market-data-into-julia/42657 "2024-11-07T09:18:44Z")

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Hot off the general repository is a new package for using the AlphaVantage API in Julia. AlphaVantage provides a free tier of stock, fx and cyrpto data, with even intraday level of detail. You can use this package to ea…

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## [Quantitative Finance in Julia](https://discourse.julialang.org/t/quantitative-finance-in-julia/119734)

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**Author:** [@Pascal\_Buhler](https://discourse.julialang.org/u/Pascal_Buhler)\
**Replies:** 20\
**Last updated:** [October 28, 2024, 7:20am UTC](https://discourse.julialang.org/t/quantitative-finance-in-julia/119734 "2024-10-28T07:20:18Z")

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Could we add in Market Data, also API from SWX / SIX or Marketscreener / Google etc? just in case something went wrong?

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## [Ben Moll's Huggett code not consistent in Julia](https://discourse.julialang.org/t/ben-molls-huggett-code-not-consistent-in-julia/119327)

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**Author:** [@Mehrdad\_Esfahani](https://discourse.julialang.org/u/Mehrdad_Esfahani)\
**Replies:** 4\
**Last updated:** [September 12, 2024, 2:51pm UTC](https://discourse.julialang.org/t/ben-molls-huggett-code-not-consistent-in-julia/119327 "2024-09-12T14:51:07Z")

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I rewrote (translated) Ben Moll’s Matlab code for the Huggett model (partial equilibrium) in continuous time in Julia. When I change the value of the shocks, the concavity condition during the iteration fails. The Matlab…

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## [Package for simple personal financial planning](https://discourse.julialang.org/t/package-for-simple-personal-financial-planning/117208)

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**Author:** [@kylebeggs](https://discourse.julialang.org/u/kylebeggs)\
**Replies:** 4\
**Last updated:** [September 4, 2024, 4:43am UTC](https://discourse.julialang.org/t/package-for-simple-personal-financial-planning/117208 "2024-09-04T04:43:33Z")

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I’m looking for a package that has the basic functions already for rudimentary financial planning such as forecasting how much X asset will grow in Y years and how many years until I reach Z assets, etc.? I know these ar…

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## [Incremental Technical Analysis indicators](https://discourse.julialang.org/t/incremental-technical-analysis-indicators/107844)

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**Author:** [@FemtoTrader](https://discourse.julialang.org/u/FemtoTrader)\
**Replies:** 23\
**Last updated:** [June 25, 2024, 11:00am UTC](https://discourse.julialang.org/t/incremental-technical-analysis-indicators/107844 "2024-06-25T11:00:44Z")

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Hi, Unlike existing libraries for technical analysis which typically have to work on the whole input vector in order to calculate new values of indicators I’m looking for a Julia library which implements technical analy…

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## [\[INTRO\] JuliaFinance](https://discourse.julialang.org/t/intro-juliafinance/20571)

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**Author:** [@anon67531922](https://discourse.julialang.org/u/anon67531922)\
**Replies:** 20\
**Last updated:** [May 9, 2024, 1:10pm UTC](https://discourse.julialang.org/t/intro-juliafinance/20571 "2024-05-09T13:10:41Z")

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Hi everyone, A few of us are interested in developing financial applications using Julia. To date, the lowest hanging fruits have been in the domains of “quant” analysis and economics and each of those have respective …

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## [Solving the 4 quadrants of dynamic optimization problems in Julia. Help Wanted!](https://discourse.julialang.org/t/solving-the-4-quadrants-of-dynamic-optimization-problems-in-julia-help-wanted/73285)

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**Author:** [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Replies:** 35\
**Last updated:** [April 22, 2024, 10:54pm UTC](https://discourse.julialang.org/t/solving-the-4-quadrants-of-dynamic-optimization-problems-in-julia-help-wanted/73285 "2024-04-22T22:54:24Z")

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Solving dynamic optimization problems is at the heart of economics (and many other fields). The goal of this post is to explore various tools for solving dynamic optimization problems in the Julia Eco-system and to hope…

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## [Looking for Developer for Backtesting App](https://discourse.julialang.org/t/looking-for-developer-for-backtesting-app/111773)

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**Author:** [@Kruxigt](https://discourse.julialang.org/u/Kruxigt)\
**Replies:** 1\
**Last updated:** [March 22, 2024, 1:00pm UTC](https://discourse.julialang.org/t/looking-for-developer-for-backtesting-app/111773 "2024-03-22T13:00:29Z")

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Hi! Last few years I have developed a backtesting framework in Julia. It’s now in its alpha stage. The core of the framework is closed source and the aim is to monetize it at a future stage. I’m now looking for a partn…

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## [Finance and Economics Use Cases](https://discourse.julialang.org/t/finance-and-economics-use-cases/9452)

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**Author:** [@cpfiffer](https://discourse.julialang.org/u/cpfiffer)\
**Replies:** 105\
**Last updated:** [March 11, 2024, 1:25pm UTC](https://discourse.julialang.org/t/finance-and-economics-use-cases/9452 "2024-03-11T13:25:13Z")

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I’m a little disappointed to see how little activity there is in the finance and economics domain, though perhaps this is just due to the lack of a “critical mass” of other people to discuss it’s use with. So, I would l…

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## [TriplePC - a microsimulation model with some novel features](https://discourse.julialang.org/t/triplepc-a-microsimulation-model-with-some-novel-features/111166)

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**Author:** [@grahamstark](https://discourse.julialang.org/u/grahamstark)\
**Replies:** 0\
**Last updated:** [March 4, 2024, 11:36pm UTC](https://discourse.julialang.org/t/triplepc-a-microsimulation-model-with-some-novel-features/111166 "2024-03-04T23:36:16Z")

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You might be interested in the Public Policy Preference calculator (TriplePC), a microsimulation tax-benefit model built in Julia with some novel features. TriplePC shows not only the conventional effects of a welfare po…

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## [Cross Asset Skew using Julia](https://discourse.julialang.org/t/cross-asset-skew-using-julia/110824)

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**Author:** [@dm13450](https://discourse.julialang.org/u/dm13450)\
**Replies:** 0\
**Last updated:** [February 27, 2024, 6:19am UTC](https://discourse.julialang.org/t/cross-asset-skew-using-julia/110824 "2024-02-27T06:19:26Z")

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Hey, I’ve written about using Skew as a trading strategy Cross Asset Skew - A Trading Strategy | Dean Markwick

[Next page](https://discourse.julialang.org/c/domain/fintech/33.md?page=1)