Various tools to process financial time series
Author joshniemela
10 Stars
Updated Last
12 Months Ago
Started In
May 2022

Finance Tools

Various tools for processing financial time series data in Julia.

Installation: at the Julia REPL, using Pkg; Pkg.add("FinanceTools")

View on JuliaHub, or Julia Packages.


Package contains various different tools to preprocess time series for machine learning and other uses. Notable functions are fracdiff which allows for fractional differencing and dollarbars which converts tick data into dollar bars.


This project is licensed under the MIT License, see LICENSE for more information.

Used By Packages

No packages found.