MarcusRainbow / QuantMathLinks
Financial maths library for risk-neutral pricing and risk
☆384Updated last year
Alternatives and similar repositories for QuantMath
Users that are interested in QuantMath are comparing it to the libraries listed below
Sorting:
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆160Updated 4 years ago
- Low-latency algorithmic trading platform written in Rust☆575Updated 5 years ago
- Port of Interactive Broker's trading API written in Rust☆163Updated last year
- Financial Information eXchange protocol implemented in Rust☆395Updated 10 months ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆73Updated last year
- Database for L2 orderbook☆703Updated last year
- A fast in-memory limit order book (LOB).☆152Updated 2 years ago
- Technical analysis library for Rust language☆767Updated 10 months ago
- Rust library for quantitative finance.☆1,402Updated last month
- Fast implementation of an ITCH order book☆364Updated 2 years ago
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆137Updated 11 months ago
- Quant DSL☆359Updated 7 years ago
- A crate for interacting with the Alpaca API at alpaca.markets.☆157Updated 2 months ago
- NASDAQ ITCH parser in Rust☆49Updated 4 months ago
- An implementation of the Interactive Brokers API for Rust☆139Updated last week
- Implementation of a orderbook data structure for LOB research capabilities.☆145Updated last year
- A C++ and Python implementation of the limit order book.☆274Updated 4 years ago
- Loman is a Python library designed to allow quantitative researchers to control complex live updating calculation processes☆101Updated this week
- Backtesting engine written in Rust☆72Updated 2 months ago
- A fixed income library for pricing bonds and bond futures, and derivatives such as interest rate swaps (IRS), cross-currency swaps (XCS) …☆231Updated this week
- The official Rust client library for Databento☆57Updated last week
- Basic options pricing in Python☆312Updated 10 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆240Updated last year
- Fetching financial data for technical & fundamental analysis and algorithmic trading from a variety of python packages and sources.☆190Updated 3 years ago
- A nimble options backtesting library for Python☆1,120Updated 10 months ago
- Mathematical finance cheat sheet.☆230Updated 5 years ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆108Updated this week
- Asynchronous, event-driven algorithmic trading in Python and C++☆725Updated 6 months ago
- ☆394Updated 4 years ago
- A collection of High-Frequency trading components☆289Updated 9 years ago