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Python toolkit for quantitative finance
Dataframes powered by a multithreaded, vectorized query engine, written in Rust
The financial transactions database designed for mission critical safety and performance.
An extremely fast Python package installer and resolver, written in Rust.
Mathematical Optimization in Julia. Local, global, gradient-based and derivative-free. Linear, Quadratic, Convex, Mixed-Integer, and Nonlinear Optimization in one simple, fast, and differentiable i…
A Julia package for the detection of multiple changepoints in time series.
A Julia wrapper for the Alpha Vantage API.
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers an…
State estimation, smoothing and parameter estimation using Kalman and particle filters.
Composable contracts, models, and functions that allow for modeling of both simple and complex financial instruments
Create LaTeX documents from within Julia, including image handling
Create and maintain local registries for Julia packages.
💨 A breath of fresh air for programming web apps in Julia
A Julia package for evaluating distances (metrics) between vectors.
Julia implementation of QuantEcon routines
Functional reactive programming extensions library for Julia
Julia package for automated Bayesian inference on a factor graph with reactive message passing