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Portfolio Analytics in Julia - comparison #17

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femtotrader opened this issue Apr 24, 2024 · 0 comments

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femtotrader commented Apr 24, 2024 •

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Hello,

Here is a list of Julia libraries which can perform portfolio analytics

PortfolioAnalytics.jl https://doganmehmet.github.io/PortfolioAnalytics.jl from @doganmehmet
RiskPerf.jl https://rbeeli.github.io/RiskPerf.jl/ from @rbeeli
OnlinePortfolioAnalytics.jl https://femtotrader.github.io/OnlinePortfolioAnalytics.jl/ from @femtotrader

I'm wondering if we couldn't merge our forces to build a very good portfolio analytics library in Julia.

Feel free to also add some other libraries here.

Some Python packages

Maybe we could consider doing an analysis about Strengths, Weaknesses, Opportunities, Threats (SWOT) of each project

Kind regards

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