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 like to get a handle on what kinds of things people are using Julia for within the finance and economics space. Obviously we have JuliaFin and a smattering of interesting cases like with BlackRock or the New York Federal Reserve, as well as the packages within the JuliaQuant sphere (particularly QuantLib). Unfortunately a lot of the JuliaQuant stuff has fallen into disrepair, so I mostly just want to hear the kinds of things that people are doing with Julia and economics/finance.
- What interesting problems have you solved that you believe are better implemented in Julia?
- If you’re working with an institution of some sort, how has pickup of the language been?
- What kinds of things do you think are missing in Julia for finance?
Any other notes or thoughts you have on the domain application for Julia would be helpful as well. Just wanted to hear from some other folks on this.