# \#finance

**URL:** https://discourse.julialang.org/tag/finance/365.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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## [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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## [\[ANN\] WRDSMerger.jl - Linking Financial Research Identifiers Across WRDS Datasets](https://discourse.julialang.org/t/ann-wrdsmerger-jl-linking-financial-research-identifiers-across-wrds-datasets/135564)

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**Author:** [@junder873](https://discourse.julialang.org/u/junder873)\
**Replies:** 0\
**Last updated:** [February 10, 2026, 10:39pm UTC](https://discourse.julialang.org/t/ann-wrdsmerger-jl-linking-financial-research-identifiers-across-wrds-datasets/135564 "2026-02-10T22:39:04Z")

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WRDSMerger.jl WRDS (Wharton Research Data Services) is one of the most widely used platforms for financial and economic research data, providing access to databases like CRSP (stock market data), Compustat (firm financia…

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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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## [\[ANN\] Hedgehog.jl - Derivatives Pricing in Julia](https://discourse.julialang.org/t/ann-hedgehog-jl-derivatives-pricing-in-julia/128663)

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**Author:** [@aleCombi](https://discourse.julialang.org/u/aleCombi)\
**Replies:** 3\
**Last updated:** [May 4, 2025, 10:15am UTC](https://discourse.julialang.org/t/ann-hedgehog-jl-derivatives-pricing-in-julia/128663 "2025-05-04T10:15:58Z")

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I’m excited to share that Hedgehog.jl is now available from Julia Registry. What is it? Hedgehog.jl is a modular, composable library for derivatives pricing in Julia. It’s built to help you price options, compute sensit…

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## [Announcing PortfolioAnalytics.jl: Tool for Quantitative Portfolio Analytics](https://discourse.julialang.org/t/announcing-portfolioanalytics-jl-tool-for-quantitative-portfolio-analytics/95236)

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**Author:** [@mdogan](https://discourse.julialang.org/u/mdogan)\
**Replies:** 16\
**Last updated:** [February 20, 2025, 2:36am UTC](https://discourse.julialang.org/t/announcing-portfolioanalytics-jl-tool-for-quantitative-portfolio-analytics/95236 "2025-02-20T02:36:04Z")

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Tool for Quantitative Portfolio Analytics I’m happy to announce PortfolioAnalytics.jl, which aims to provide users with functionality for performing quantitative portfolio analytics. Introduction · PortfolioAnalytics.jl…

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## [Seeking API Design Advice for Setting Defaults](https://discourse.julialang.org/t/seeking-api-design-advice-for-setting-defaults/123845)

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**Author:** [@g-gundam](https://discourse.julialang.org/u/g-gundam)\
**Replies:** 5\
**Last updated:** [December 17, 2024, 3:02pm UTC](https://discourse.julialang.org/t/seeking-api-design-advice-for-setting-defaults/123845 "2024-12-17T15:02:20Z")

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I have a constructor for a mutable Chart struct that is used like this. using OnlineTechnicalIndicators using TechnicalIndicatorCharts golden\_cross\_chart = Chart( "AAPL", Week(1); indicators = \[ SMA{Flo…

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## [\[ANN\] TechnicalIndicatorCharts.jl](https://discourse.julialang.org/t/ann-technicalindicatorcharts-jl/123873)

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**Author:** [@g-gundam](https://discourse.julialang.org/u/g-gundam)\
**Replies:** 0\
**Last updated:** [December 16, 2024, 7:55am UTC](https://discourse.julialang.org/t/ann-technicalindicatorcharts-jl/123873 "2024-12-16T07:55:11Z")

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TechnicalIndicatorCharts The purpose of this library is to bring OnlineTechnicalIndicators.jl and LightweightCharts.jl together. Creating a Chart using OnlineTechnicalIndicators using TechnicalIndicatorCharts g…

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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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## [Meetup in Prague, Czechia 🇨🇿](https://discourse.julialang.org/t/meetup-in-prague-czechia/114692)

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**Author:** [@thevolatilebit](https://discourse.julialang.org/u/thevolatilebit)\
**Replies:** 1\
**Last updated:** [September 13, 2024, 1:13pm UTC](https://discourse.julialang.org/t/meetup-in-prague-czechia/114692 "2024-09-13T13:13:01Z")

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Hello everyone, Along with the organizers of previous Julia meetups in Prague, we are planning to revive our local community, which has been dormant since the onset of the pandemic. We may not all be well-acquainted yet…

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## [\[ANN\] Announcing YFinance.jl](https://discourse.julialang.org/t/ann-announcing-yfinance-jl/117962)

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**Author:** [@EOhneberg](https://discourse.julialang.org/u/EOhneberg)\
**Replies:** 0\
**Last updated:** [August 8, 2024, 5:04pm UTC](https://discourse.julialang.org/t/ann-announcing-yfinance-jl/117962 "2024-08-08T17:04:09Z")

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Hi, although this is not a new package I have never formally announced it. So here it goes: YFinance.jl was inspired by the yfinance python package but works much more similar to yahooquery from python - rather than imi…

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## [\[ANN\] OnlinePortfolioSelection.jl](https://discourse.julialang.org/t/ann-onlineportfolioselection-jl/98474)

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**Author:** [@Shayan](https://discourse.julialang.org/u/Shayan)\
**Replies:** 3\
**Last updated:** [December 13, 2023, 6:09pm UTC](https://discourse.julialang.org/t/ann-onlineportfolioselection-jl/98474 "2023-12-13T18:09:35Z")

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OnlinePortfolioSelection.jl is intended to provide the Julia implementation of the online portfolio selection (OPS) algorithms in a fully type-stable manner. The package is designed to be used only for research purpos…

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## [\[ANN\] DiffFusion.jl - High performance hybrid Monte Carlo simulation for finance](https://discourse.julialang.org/t/ann-difffusion-jl-high-performance-hybrid-monte-carlo-simulation-for-finance/106712)

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**Author:** [@sschlenkrich](https://discourse.julialang.org/u/sschlenkrich)\
**Replies:** 0\
**Last updated:** [November 25, 2023, 5:59pm UTC](https://discourse.julialang.org/t/ann-difffusion-jl-high-performance-hybrid-monte-carlo-simulation-for-finance/106712 "2023-11-25T17:59:46Z")

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We are happy to announce the release of DiffFusion.jl v0.3.0. The package implements a simulation framework for financial risk factors and financial instrument pricing. Simulations are based on multivariate diffusion mo…

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## [Solving Ax = b s.t. x contains all positive values](https://discourse.julialang.org/t/solving-ax-b-s-t-x-contains-all-positive-values/99138)

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**Author:** [@dleather](https://discourse.julialang.org/u/dleather)\
**Replies:** 4\
**Last updated:** [May 20, 2023, 8:00am UTC](https://discourse.julialang.org/t/solving-ax-b-s-t-x-contains-all-positive-values/99138 "2023-05-20T08:00:11Z")

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I am solving an asset pricing equations via discretizing an underlying Markov process, X \\in R^d, resulting in \\tilde{X} \\sim \\Pi, where \\Pi is a transition matrix whose rows sum to unity, and all entries in \[0,1\]. Let \\…

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## [AbidesMarkets.jl](https://discourse.julialang.org/t/abidesmarkets-jl/98269)

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**Author:** [@fipelle](https://discourse.julialang.org/u/fipelle)\
**Replies:** 0\
**Last updated:** [May 3, 2023, 6:33pm UTC](https://discourse.julialang.org/t/abidesmarkets-jl/98269 "2023-05-03T18:33:27Z")

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Hi, I am pleased to announce that I have released a wrapper for ABIDES-Markets: a J.P. Morgan Chase’s multi-agent discrete event simulator specialised for financial markets. This is part of a project I am working on wit…

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## [Currency type with basic algebra and pretty printing](https://discourse.julialang.org/t/currency-type-with-basic-algebra-and-pretty-printing/95700)

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**Author:** [@juliohm](https://discourse.julialang.org/u/juliohm)\
**Replies:** 3\
**Last updated:** [March 8, 2023, 4:54pm UTC](https://discourse.julialang.org/t/currency-type-with-basic-algebra-and-pretty-printing/95700 "2023-03-08T16:54:02Z")

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What is the go-to package for converting floating point numbers into currencies that can be added and subtracted and pretty printed on tables? Found Currencies.jl, CurrencyAmounts.jl and Assets.jl but none of them seem …

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## [Simulation HJM model via stochastic Diffeq](https://discourse.julialang.org/t/simulation-hjm-model-via-stochastic-diffeq/61089)

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**Author:** [@kirgush](https://discourse.julialang.org/u/kirgush)\
**Replies:** 8\
**Last updated:** [January 5, 2023, 10:55pm UTC](https://discourse.julialang.org/t/simulation-hjm-model-via-stochastic-diffeq/61089 "2023-01-05T22:55:08Z")

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I want to do forward curve simulation from simplest HJM model using awesome DiffEq package: using Parameters using Statistics using Printf using Plots using DifferentialEquations α=0.4 σ = 1.4 M = 10 u₀= 10 f(u,p,t) …

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## [Package for financial calculator type functions?](https://discourse.julialang.org/t/package-for-financial-calculator-type-functions/86361)

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**Author:** [@dlakelan](https://discourse.julialang.org/u/dlakelan)\
**Replies:** 2\
**Last updated:** [August 25, 2022, 10:35pm UTC](https://discourse.julialang.org/t/package-for-financial-calculator-type-functions/86361 "2022-08-25T22:35:38Z")

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Suppose you want to do the kinds of things excel will do for simple financial calculations, like net present value, internal rate of return, mortgage tables, blablabla but in Julia? Is there a package that does these thi…

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## [What does RR and xx mean?](https://discourse.julialang.org/t/what-does-rr-and-xx-mean/81624)

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**Author:** [@Raymond](https://discourse.julialang.org/u/Raymond)\
**Replies:** 2\
**Last updated:** [May 25, 2022, 3:31am UTC](https://discourse.julialang.org/t/what-does-rr-and-xx-mean/81624 "2022-05-25T03:31:01Z")

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Dear all, I have an simple question about Finance. What does RR and xx mean in USD10YT = RR and USD10YT =xx?

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## [Candlestick plots issue : Julia showing candlestick plots with just one colour](https://discourse.julialang.org/t/candlestick-plots-issue-julia-showing-candlestick-plots-with-just-one-colour/81224)

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**Author:** [@ashishgourav](https://discourse.julialang.org/u/ashishgourav)\
**Replies:** 2\
**Last updated:** [May 18, 2022, 9:41am UTC](https://discourse.julialang.org/t/candlestick-plots-issue-julia-showing-candlestick-plots-with-just-one-colour/81224 "2022-05-18T09:41:18Z")

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I am unable to plot candlestick in Julia properly. Here is a sample code: using Plots using Dates using MarketData using TimeSeries gr() ta = yahoo(:GOOG, YahooOpt(period1 = now() - Month(1))) display(plot(ta, se…

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## [\[ANN\] AbnormalReturns.jl: The fastest method for calculating abnormal returns](https://discourse.julialang.org/t/ann-abnormalreturns-jl-the-fastest-method-for-calculating-abnormal-returns/78752)

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**Author:** [@junder873](https://discourse.julialang.org/u/junder873)\
**Replies:** 1\
**Last updated:** [March 30, 2022, 3:41pm UTC](https://discourse.julialang.org/t/ann-abnormalreturns-jl-the-fastest-method-for-calculating-abnormal-returns/78752 "2022-03-30T15:41:17Z")

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I am happy to announce AbnormalReturns.jl, which, as far as I am aware, is the fastest method to calculate abnormal returns. What are abnormal returns? Abnormal returns are common in finance and economics event studies,…

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## [\[ANN\] PolygonIO.jl](https://discourse.julialang.org/t/ann-polygonio-jl/67811)

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**Author:** [@PyDataBlog](https://discourse.julialang.org/u/PyDataBlog)\
**Replies:** 11\
**Last updated:** [December 12, 2021, 4:28pm UTC](https://discourse.julialang.org/t/ann-polygonio-jl/67811 "2021-12-12T16:28:08Z")

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I am excited to share the initial release of PolygonIO.jl. PolygonIO.jl aims to enrich Julia finance ecosystem with full coverage of all the REST API and websocket services provided by the popular financial data platfor…

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## [Covariance from DataFrame or TimeArray](https://discourse.julialang.org/t/covariance-from-dataframe-or-timearray/48375)

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**Author:** [@rvaj](https://discourse.julialang.org/u/rvaj)\
**Replies:** 17\
**Last updated:** [October 24, 2021, 7:52pm UTC](https://discourse.julialang.org/t/covariance-from-dataframe-or-timearray/48375 "2021-10-24T19:52:55Z")

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I have a large data set consisting of daily stock returns over 30 years and 7000 stocks. The time series do not align with each other across the set (i.e. dropmissing(data) returns no rows). If I compute the covariance…

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## [\[ANN\] ForecastPlots: Collection of plot functionalities for time series analysis](https://discourse.julialang.org/t/ann-forecastplots-collection-of-plot-functionalities-for-time-series-analysis/68940)

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**Author:** [@viraltux](https://discourse.julialang.org/u/viraltux)\
**Replies:** 2\
**Last updated:** [September 30, 2021, 6:04am UTC](https://discourse.julialang.org/t/ann-forecastplots-collection-of-plot-functionalities-for-time-series-analysis/68940 "2021-09-30T06:04:53Z")

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ForecastPlots.lj has been created in the process of decoupling functionality from Forecast.jl. The package contains a collection of basic plots for time series analysis. Some of these functionalities also return the dat…

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## [Pacioli.jl is now on GitHub](https://discourse.julialang.org/t/pacioli-jl-is-now-on-github/68972)

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**Author:** [@brett\_knoss](https://discourse.julialang.org/u/brett_knoss)\
**Replies:** 7\
**Last updated:** [September 30, 2021, 5:01am UTC](https://discourse.julialang.org/t/pacioli-jl-is-now-on-github/68972 "2021-09-30T05:01:43Z")

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Pacioli.jl is now available in my GitHub repository. This project is not yet available as a package, but I hope to add this and get caught up on my laundry in the next few days. The user file is avaliable here. . If a…

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## [Software Developer at Julius Technologies, all experience levels - 100% Remote](https://discourse.julialang.org/t/software-developer-at-julius-technologies-all-experience-levels-100-remote/61696)

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**Author:** [@Yadong\_Li](https://discourse.julialang.org/u/Yadong_Li)\
**Replies:** 0\
**Last updated:** [May 23, 2021, 10:32pm UTC](https://discourse.julialang.org/t/software-developer-at-julius-technologies-all-experience-levels-100-remote/61696 "2021-05-23T22:32:04Z")

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Software Developer - Julius Technologies Location: Anywhere, 100% remote working. Your working hours need to have some overlap with the day time in the US Eastern time zone. Julius Technologies is a promising New York b…

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## [Time-period-based time series moving windows in Julia?](https://discourse.julialang.org/t/time-period-based-time-series-moving-windows-in-julia/59745)

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**Author:** [@luke](https://discourse.julialang.org/u/luke)\
**Replies:** 5\
**Last updated:** [April 22, 2021, 7:21am UTC](https://discourse.julialang.org/t/time-period-based-time-series-moving-windows-in-julia/59745 "2021-04-22T07:21:06Z")

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Looking at windowing in TimeSeries.jl, which seems to be the main package for time series data in Julia, I can’t find anything equivalent to the native time-period-based windowing offered in Pandas, which supports window…

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## [Solve a routine economics PDE from an HJB w/ ModelingToolkit](https://discourse.julialang.org/t/solve-a-routine-economics-pde-from-an-hjb-w-modelingtoolkit/49718)

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**Author:** [@Albert\_Zevelev](https://discourse.julialang.org/u/Albert_Zevelev)\
**Replies:** 33\
**Last updated:** [April 21, 2021, 5:29am UTC](https://discourse.julialang.org/t/solve-a-routine-economics-pde-from-an-hjb-w-modelingtoolkit/49718 "2021-04-21T05:29:10Z")

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Consider a routine continuous time optimization problem from economics: V(t,a\_{t}) := \\max \\int\_{\\tau=t}^{\\tau = T} e^{-\\rho (\\tau -t)} u(c\_{\\tau})d\\tau \\text{ s.t. } \\dot{a}\_{t} = y + ra\_{t} - c\_{t}, a\_{0} \\text…

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## [\[ANN\] IbanGen.jl](https://discourse.julialang.org/t/ann-ibangen-jl/58233)

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**Author:** [@xor](https://discourse.julialang.org/u/xor)\
**Replies:** 0\
**Last updated:** [March 30, 2021, 2:36pm UTC](https://discourse.julialang.org/t/ann-ibangen-jl/58233 "2021-03-30T14:36:46Z")

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IbanGen is a package for generating and validating IBANs. When generating IBANs, various parameters can be specified such as country code, account number etc… String IBAN representation can be parsed (with validation) i…

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## [HighFrequencyCovariance.jl - Algorithms for efficiently estimating covariance matrices with high frequency financial data](https://discourse.julialang.org/t/highfrequencycovariance-jl-algorithms-for-efficiently-estimating-covariance-matrices-with-high-frequency-financial-data/53464)

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**Author:** [@s-baumann](https://discourse.julialang.org/u/s-baumann)\
**Replies:** 1\
**Last updated:** [January 17, 2021, 3:06am UTC](https://discourse.julialang.org/t/highfrequencycovariance-jl-algorithms-for-efficiently-estimating-covariance-matrices-with-high-frequency-financial-data/53464 "2021-01-17T03:06:32Z")

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HighFrequencyCovariance.jl is a Julia package designed to utilize high frequency financial data to estimate covariances between the prices of assets. High frequency data can be used to more accurately estimate covariance…

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## [\[ANN\] QuandlAccess.jl](https://discourse.julialang.org/t/ann-quandlaccess-jl/46150)

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**Author:** [@tk3369](https://discourse.julialang.org/u/tk3369)\
**Replies:** 0\
**Last updated:** [September 6, 2020, 4:11pm UTC](https://discourse.julialang.org/t/ann-quandlaccess-jl/46150 "2020-09-06T16:11:19Z")

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Hi there, I’m pleased to announce yet another package for accessing financial data from Quandl.com. You may wonder - there’s already Quandl.jl, so why do we need another one? Well, Quandl.jl does not seems to be main…

[Next page](https://discourse.julialang.org/tag/finance/365.md?match_all_tags=true&page=1&tags%5B%5D=finance)