Hi,
Sharing OnlinePortfolioAnalytics https://femtotrader.github.io/OnlinePortfolioAnalytics.jl/
This project aims to provide users with functionality for performing quantitative portfolio analytics via online algorithms.
It depends especially on OnlineStatsBase.jl and Tables.jl
Check it out and let me know your thoughts!
Best regards
PS : for your information
Some other packages tackling similar problem (but not using online algorithm) are: