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    MarketData.jl

    MarketData.jl

    Time series market data

    The MarketData package provides open-source financial data for research and testing. The data is from Quandl and is free end-of-day stock data. It is public domain without restrictions. The TimeSeries TimeArray data structure is used to store the data, but conversion to other data structures, including DataFrames and AxisArrays, is supported.
    Downloads: 7 This Week
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    Cubature.jl

    Cubature.jl

    One- and multi-dimensional adaptive integration routines for Julia

    This module provides one- and multi-dimensional adaptive integration routines for the Julia language, including support for vector-valued integrands and facilitation of parallel evaluation of integrands, based on the Cubature Package by Steven G. Johnson. Adaptive integration works by evaluating the integrand at more and more points until the integrand converges to a specified tolerance (with the error estimated by comparing integral estimates with different numbers of points). The Cubature...
    Downloads: 6 This Week
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