{"repo":"rbeeli/RiskPerf.jl","free":true,"listed":false,"github":"https://github.com/rbeeli/RiskPerf.jl","clone":"git clone https://github.com/rbeeli/RiskPerf.jl.git","description":"Quantitative risk and performance analysis package for financial time series powered by the Julia language.","language":"Julia","stars":16,"topics":["julia","econometrics","finance","time","series","analysis","risk","performance","quantitative","trading"],"license":"MIT","category":"trading","readme_excerpt":"RiskPerf.jl Quantitative risk and performance analysis package for financial time series powered by the Julia language. RiskPerf.jl is engineered for high performance: core metrics avoid temporary allocations, exploit SIMD-friendly loops, and specialize on scalar vs. vector inputs. Compared with naïve broadcast-based implementations, typical routines (e.g. Sharpe/Information ratios, partial moments, summary statistics, etc.) are 5–50× faster and allocate virtually nothing, accelerating large backtests and real-time analytics. Documentation: Functions Bug reports and feature requests Please report any issues via the GitHub issue tracker. Acknowledgements This package was inspired by the R package PerformanceAnalytics of Peter Carl and Brian G. Peterson.","default_branch":null,"files":null,"tree":[],"storefront":"/r/rbeeli","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/rbeeli/RiskPerf.jl/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}