MarSwitching.jl - Julia package for Markov switching models (also called Regime-switching models). Listed in general registry of Julia packages (equivalent of R’s CRAN and Python’s pip) and published in JOSS (Journal of Open Source Software) paper. You can also read about it from Bogumił Kamiński’s blogpost “Advanced econometrics with Julia” (author of e.g. DataFrames.jl).

stooq.pl wrapper - A repository with functions for seamless download of market data from stooq.pl. Mostly useful for polish stock market data, given its low coverage by foreign sources (e.g. Yahoo finance from Pyhton’s yfinance).