Exploring 24/7 Market Data with Julia: Volatility and Simple Visualizations

Recently, I’ve been experimenting with Julia for analyzing 24/7 market data. I normally work with more general data tools, so this was partly an excuse to see how comfortable Julia feels for a small time-series project. The dataset is pretty simple: timestamp, price, and trading volume. But continuously traded markets are interesting because there is no traditional market close. Instead of looking at “trading days,” I wanted to calculate returns over fixed intervals and see how volatility chang...