Nouzan / positionsLinks
A position (finance) definition that has some good algebraic properties.
☆15Updated 3 years ago
Alternatives and similar repositories for positions
Users that are interested in positions 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…☆67Updated 3 months ago
- trading strategy construction, visualization and backtesting tool☆66Updated 2 years ago
- stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance…☆112Updated last week
- Rust for black scholes☆25Updated last month
- Deribit API V2 WS client for Rust.☆48Updated last year
- Aggregate trade data into user-defined candles using information driven rules☆109Updated 5 months ago
- Leveraged Futures Exchange for Simulated Trading☆76Updated last month
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- Hardware-based tick counters for high-precision benchmarks in Rust☆29Updated last year
- A quantitative finance toolbox☆40Updated last month
- General Use Timeseries Containers for Rust☆11Updated 4 years ago
- Backtesting engine written in Rust☆75Updated 9 months ago
- Rust KuCoin Cryptocurrency Exchange v2 API Wrapper/SDK☆34Updated 2 years ago
- NASDAQ ITCH parser in Rust☆51Updated 11 months ago
- Generate various time series, some randomly sampled, in pure rust.☆19Updated 9 months ago
- A fast in-memory limit order book (LOB).☆159Updated 2 years ago
- Rust client for Kraken API☆25Updated last week
- Rust implementation of glass: ordered set data structure for client-side order books☆24Updated 4 months ago
- Pure Rust multithreaded dataframe and timeseries library inspired by Python Pandas☆17Updated 6 months ago
- A native desktop charting platform for crypto markets☆228Updated this week
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆142Updated last year
- A small library for querying the SEC's EDGAR written in Rust.☆14Updated 2 years ago
- A port of the LMAX Disruptor to Rust☆117Updated 2 years ago
- OrderBook implementation in rust☆27Updated 5 years ago
- Bitfinex trading api☆60Updated 3 years ago
- A websocket protocol implementation.☆95Updated this week
- Fast, secure, RFC-compliant WebSocket implementation for Rust, supporting compression☆56Updated last month
- Fast implementation of Decimal fixed-point arithmetics☆22Updated 2 weeks ago
- Limit order book written in Rust☆74Updated 6 years ago
- Framework for building low latency clients on top of TCP.☆25Updated last week