Software

Matthias Buehlmaier leads a suite of open-source software projects at the intersection of finance and computer science, developed together with a group of contributors. Most projects are built in Clojure—a modern functional language on the JVM that brings concurrency, immutability, and interactive REPL-driven development to computational finance. Together they fill genuine gaps in the Clojure ecosystem for finance and data work.

• Investing Time Machine (ITM) — What if you could go back in time and trade? ITM is an interactive R/Shiny web application that lets users make buy/sell decisions on historical data for any stock available on Yahoo Finance and see the consequences in real time—portfolio value, P&L, risk statistics, and even market regime estimates via Hidden Markov Models. Designed as an experiential learning tool for finance courses, it makes concepts like compounding, timing risk, and behavioral biases tangible rather than abstract.
• Clojask — A parallel dataframe library for Clojure that handles datasets larger than RAM—groupby, joins, aggregations, and more, without leaving the Clojure ecosystem or reaching for Spark. Think Pandas/Dask (Python) or dplyr/data.table (R), but with lazy out-of-core processing and benchmarked speed advantages for finance/quant workflows. Over 120 GitHub stars.
• Datajure — A domain-specific language (DSL) for data science in Clojure. Datajure wraps tech.ml.dataset, tablecloth, and Clojask behind a declarative, query-like syntax—making data wrangling more readable for finance analysts while staying idiomatic to Clojure.
• clj-yfinance — A lightweight, pure Clojure client for the Yahoo Finance API. Fetch prices, OHLCV history, dividends & splits, company fundamentals, analyst estimates, and options chains—all with zero external dependencies and no API key required. Outputs directly to tech.ml.dataset for seamless integration with the Clojure data science stack. Ideal for rapid prototyping of quantitative strategies.
• Backtesting — A Clojure framework for backtesting quantitative trading and investing strategies against historical market data. REPL- and notebook-friendly for interactive development—test your ideas in a functional, composable way before risking real capital. One of the few backtesting frameworks in the Clojure ecosystem.
• Portfolio Analysis Tool — A web-based portfolio analytics platform built for the HKUBS Center for Investment Management (CIM). Processes trades, computes returns and holdings history, and visualizes performance—available as a web app for easy access by students and practitioners without a Clojure background, with Clerk and Clay notebooks for deeper analysis.
• TDLEG — A collection of undergraduate research projects co-supervised by Matthias Buehlmaier and Prof. Dr. Gregor Dorfleitner (University of Regensburg), funded by the Teaching Development and Language Enhancement Grant (TDLEG) 2019–22. These projects gave students hands-on experience building real financial software and produced several of the libraries listed here.
• Clojure in Finance — All of the above and more—including clojure-heap (a pure Clojure priority queue for order books and scheduling), clojask-io (multi-format file I/O for Clojask), and WeJure (a decentralized social network research prototype)—are publicly available as open source on GitHub under the Clojure in Finance umbrella.

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