# rbeeli/riskperf.jl

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15 stars · 3 forks · Julia · MIT

## Links

- GitHub: https://github.com/rbeeli/RiskPerf.jl
- Homepage: https://rbeeli.github.io/RiskPerf.jl/
- awesome-repositories: https://awesome-repositories.com/repository/rbeeli-riskperf-jl.md

## Topics

`analysis` `econometrics` `finance` `investing` `julia` `performance` `quantitative` `risk` `series` `time` `trading`

## Description

Quantitative risk and performance analysis package for financial time series powered by the Julia language.

## Tags

### Part of an Awesome List

- [Portfolio Optimization](https://awesome-repositories.com/f/awesome-lists/data/portfolio-optimization.md) — Quantitative risk and performance analysis for time series.