MathisWellmann / time_series_generator-rsLinks
Generate various time series, some randomly sampled, in pure rust.
☆19Updated 9 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…☆68Updated 4 months ago
- NASDAQ ITCH parser in Rust☆51Updated 11 months ago
- A position (finance) definition that has some good algebraic properties.☆15Updated 3 years ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- 📈 Library of technical indicators in Rust. (work in progress)☆20Updated 8 years ago
- Aggregate trade data into user-defined candles using information driven rules☆110Updated 5 months ago
- Rust for black scholes☆25Updated last month
- OrderBook implementation in rust☆27Updated 5 years ago
- Leveraged Futures Exchange for Simulated Trading☆76Updated 2 months ago
- Deribit API V2 WS client for Rust.☆48Updated last year
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆142Updated last year
- A Rust/WASM library to parse FIX messages without a dictionary☆24Updated 4 years ago
- Trade engine written in rust (eg: bitcoin or any other currency/cryptocurrency)☆33Updated 5 years ago
- High performance Rust API for KDB+☆13Updated 4 years ago
- Option pricing using fang oosterlee algorithm☆18Updated 4 years ago
- Rust KuCoin Cryptocurrency Exchange v2 API Wrapper/SDK☆34Updated 2 years ago
- Limit order book written in Rust☆74Updated 6 years ago
- ☆25Updated 3 years ago
- trading strategy construction, visualization and backtesting tool☆66Updated 2 years ago
- A port of the LMAX Disruptor to Rust☆119Updated 2 years ago
- A fast in-memory limit order book (LOB).☆164Updated 2 years ago
- stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance…☆115Updated this week
- Pure Rust multithreaded dataframe and timeseries library inspired by Python Pandas☆17Updated 7 months ago
- Compact linkable ring signatures. A modification on MLSAG.☆20Updated 5 years ago
- Backtesting engine written in Rust☆75Updated 9 months ago
- Build RPCs on top of the tonic gRPC library by defining your types in Rust instead of proto.☆41Updated 2 years ago
- A Rust crate for accessing the Federal Reserve Bank of St. Louis FRED API.☆17Updated 2 years ago
- General Use Timeseries Containers for Rust☆11Updated 5 years ago
- Fusotao proving client.☆88Updated 2 years ago
- Concurrency library☆16Updated last year