MathisWellmann / time_series_generator-rsLinks
Generate various time series, some randomly sampled, in pure rust.
☆19Updated 11 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…☆71Updated 5 months ago
- A position (finance) definition that has some good algebraic properties.☆15Updated 3 years ago
- NASDAQ ITCH parser in Rust☆51Updated last year
- OrderBook implementation in rust☆27Updated 5 years ago
- Rust for black scholes☆25Updated 3 weeks ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- Aggregate trade data into user-defined candles using information driven rules☆111Updated 7 months ago
- 📈 Library of technical indicators in Rust. (work in progress)☆20Updated 8 years ago
- Leveraged Futures Exchange for Simulated Trading☆77Updated this week
- Deribit API V2 WS client for Rust.☆48Updated last year
- A Rust/WASM library to parse FIX messages without a dictionary☆24Updated 4 years ago
- High performance Rust API for KDB+☆13Updated 4 years ago
- Pure Rust multithreaded dataframe and timeseries library inspired by Python Pandas☆17Updated 8 months ago
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆144Updated last year
- Apache-2 licensed common Ethereum structs shared by crates☆21Updated 6 years ago
- A fast in-memory limit order book (LOB).☆164Updated 3 years ago
- ☆25Updated 3 years ago
- Rust library targeting finance/quant-related use cases.☆20Updated 6 years ago
- Trade engine written in rust (eg: bitcoin or any other currency/cryptocurrency)☆33Updated 5 years ago
- An optimized Sparse Merkle Tree in Rust☆65Updated 5 months ago
- Backtesting engine written in Rust☆75Updated 11 months ago
- Limit order book written in Rust☆74Updated 6 years ago
- stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance…☆117Updated 2 weeks ago
- Rust KuCoin Cryptocurrency Exchange v2 API Wrapper/SDK☆34Updated 2 years ago
- Rust raise file limit☆26Updated 2 years ago
- trading strategy construction, visualization and backtesting tool☆66Updated 2 years ago
- Rust multihash implementation☆17Updated 5 years ago
- Rust API connector for Bybit's WebSockets APIs.☆37Updated 2 years ago
- A port of the LMAX Disruptor to Rust☆120Updated 2 years ago
- A minimalistic matching engine designed for a trading exchange☆20Updated last year