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tbeason/README.md

I mostly write programs related to finance and financial research.

Julia is what makes that not suck.

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  1. FamaFrenchData.jl FamaFrenchData.jl Public

    Julia package providing access to the Fama-French data available on the Ken French Data Library

    Julia 11

  2. NonparametricRegression.jl NonparametricRegression.jl Public

    Simple local constant and local linear regressions in Julia

    Julia 7

  3. DatabentoBinaryEncoding.jl DatabentoBinaryEncoding.jl Public

    Julia implementation of the Databento Binary Encoding (DBN) message encoding and storage format for normalized market data.

    Julia 3 1

  4. DatabentoAPI.jl DatabentoAPI.jl Public

    Julia client for Databento Historical (HTTP) and Live (TCP) market data APIs

    Julia 1