OnlinePortfolioAnalytics.jl
This project aims to provide users with functionality for performing quantitative portfolio analytics via online algorithms.
It depends especially on OnlineStatsBase.jl.
It's inspired by the following projects:
⚠️ Disclaimer – No Investment Advice
OnlinePortfolioAnalytics.jl is an open-source library provided "as-is" for educational and informational purposes only.
- It does not constitute investment advice, brokerage services, or a recommendation to buy or sell any financial instrument.
- All trading involves substantial risk; past performance is not indicative of future results. You may lose some or all of your capital.
- By using OnlinePortfolioAnalytics.jl you acknowledge that you alone are responsible for your trading decisions and agree that the OnlinePortfolioAnalytics.jl maintainers and contributors will not be liable for any loss or damage arising from the use of this software.
- Consult a qualified financial professional before deploying live capital.
Installation
Open Julia command line interface.
Stable version
Type ] add OnlinePortfolioAnalytics
Development version
Type ] dev https://github.com/femtotrader/OnlinePortfolioAnalytics.jl/
Usage
See unit tests
🚧 This software is under construction. API can have breaking changes.