JuliaFinance and a personal intro

[EricForgy]

Hello!

I created this organization because I thought it made sense to have a JuliaFinance and it didn't exist. I'm happy to share (or even transfer) ownership of this organization to others better placed to maintain it than I am.

Quick note about me...

I completed my PhD in computational electromagnetics from the University of Illinois at Urbana-Champaign in 2002. My dissertation was

• Differential Geometry in Computational Electromagnetics

From there, I spent two years at MIT Lincoln Laboratory before moving to Wall Street in 2005 and have been working in finance since then.

For the past six years, I have been living in Hong Kong working mostly in insurance investment management and recently founded a software/consulting company. We have selected Julia as the language for most of our financial modeling work. Some of what we do will be proprietary, but hopefully a lot of what we do can be open sourced.

If you are interested in joining JuliaFinance, simply introduce yourself here and I can add you to the organization.

PS: If you found this place, you are probably aware of other finance related work on GitHub, but here are some that I find interesting:

• https://github.com/aviks/Ito.jl
• https://github.com/felipenoris/InterestRates.jl
• https://github.com/felipenoris/MarketRisk.jl
• https://github.com/felipenoris/BusinessDays.jl
• https://github.com/imanuelcostigan/FinancialMarkets.jl
• https://github.com/imanuelcostigan/dataonderivatives

[femtotrader]

https://github.com/JuliaQuant have some interesting Julia packages also

[EricForgy]

https://discourse.julialang.org/t/intro-juliafinance/20571/9