MathisWellmann / time_series_generator-rsLinks
Generate various time series, some randomly sampled, in pure rust.
☆18Updated 5 months ago
Alternatives and similar repositories for time_series_generator-rs
Users that are interested in time_series_generator-rs are comparing it to the libraries listed below
Sorting:
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆63Updated this week
- A position (finance) definition that has some good algebraic properties.☆14Updated 2 years ago
- Rust for black scholes☆24Updated last year
- Aggregate trade data into user-defined candles using information driven rules☆102Updated last month
- OrderBook implementation in rust☆26Updated 5 years ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆73Updated 2 years ago
- NASDAQ ITCH parser in Rust☆50Updated 7 months ago
- Pure Rust multithreaded dataframe and timeseries library inspired by Python Pandas☆17Updated 2 months ago
- Leveraged Futures Exchange for Simulated Trading☆71Updated last week
- Deribit API V2 WS client for Rust.☆46Updated last year
- 📈 Library of technical indicators in Rust. (work in progress)☆21Updated 7 years ago
- Apache-2 licensed common Ethereum structs shared by crates☆21Updated 5 years ago
- Option pricing using fang oosterlee algorithm☆17Updated 3 years ago
- A Rust/WASM library to parse FIX messages without a dictionary☆23Updated 4 years ago
- A fast in-memory limit order book (LOB).☆156Updated 2 years ago
- Rust multihash implementation☆17Updated 4 years ago
- Limit order book written in Rust☆74Updated 6 years ago
- Rust library targeting finance/quant-related use cases.☆20Updated 6 years ago
- Ternary search tree collection in rust☆25Updated 3 months ago
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆139Updated last year
- Trade engine written in rust (eg: bitcoin or any other currency/cryptocurrency)☆33Updated 4 years ago
- 🦀 Online statistics in Rust☆71Updated 3 weeks ago
- Yet another key-value storage for Rust☆72Updated 3 years ago
- Simple and modular write-ahead-logging implementation.☆25Updated last year
- stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance…☆87Updated 3 weeks ago
- High performance Rust API for KDB+☆13Updated 4 years ago
- trading strategy construction, visualization and backtesting tool☆65Updated 2 years ago
- Coinbase pro client for Rust☆153Updated 2 years ago
- General Use Timeseries Containers for Rust☆11Updated 4 years ago
- Rust KuCoin Cryptocurrency Exchange v2 API Wrapper/SDK☆34Updated 2 years ago