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 organizations, e.g. JuliaQuant and QuantEcon etc. In the latter part of 2015, I…

To be honest (and selfish) and ignorant (because this might totally not fit the bill), I’d be happy to see some personal or small company finance stuff :slight_smile:

Sounds good :smiley::+1: Personal finance is perfectly fine for JuliaFinance :blush:

[image] anon67531922: some value in combining forces and maybe moving the JuliaQuant stuff into JuliaFinance I think that would be a sensible course. An addition, I think the name is better, as “quant” suggests a scope that is narrower than finance.

In this regard, when I first read “quant” I thought of quantum physics :slight_smile:

Glad that JuliaFinance has been resurrected! I’ve always been a little bummed that we didn’t have a strong financial tooling ecosystem.

I find quantlib covers most of my needs. What is lacking is a package that can conviniently deals with tick by tick quote data and API to financial database like Bloomberg

I’m interested in this domain too. I looked primarily at JuliaQuant earlier which to me looks largely abandoned. If you want to explore models and how they perform while trading this seemed to have a nice range of features so I’m wondering whether it makes sense to resurrect it and port it to Julia …

see this tweet https://twitter.com/JAmos125/status/1093125609084076033 by @dysonance

I would be very interested to contribute if JuliaComputing open Miletus.jl with a liberal license. I’ve been working on a very similar idea, taking the pricing further to automatically map into Risk Factors and get portfolio risk metrics like Value-at-Risk, given just the contract definition based o…

[INTRO] JuliaFinance

Specific Domains Finance and Economics

anon67531922 February 9, 2019, 4:39pm 11

On Slack, Simon mentioned they are considering to open source Miletus

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[INTRO] JuliaFinance

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