Nouzan / positionsLinks
A position (finance) definition that has some good algebraic properties.
☆14Updated 2 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…☆57Updated last month
- Generate various time series, some randomly sampled, in pure rust.☆18Updated 2 months ago
- Concurrency library☆16Updated 7 months ago
- A quantitative finance toolbox☆38Updated last month
- OrderBook implementation in rust☆26Updated 5 years ago
- trading strategy construction, visualization and backtesting tool☆63Updated 2 years ago
- Pure Rust multithreaded dataframe and timeseries library inspired by Python Pandas☆17Updated last year
- General Use Timeseries Containers for Rust☆11Updated 4 years ago
- Smoothed z-score algo (very robust thresholding algorithm)☆15Updated 7 years ago
- Trade engine written in rust (eg: bitcoin or any other currency/cryptocurrency)☆33Updated 4 years ago
- Dynamic structured values for Rust☆28Updated 2 months ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆73Updated last year
- A partial actor pattern with a global orchestrator.☆28Updated 8 months ago
- A Rust memory allocator for large slices that don't escape the stack.☆30Updated 2 years ago
- NASDAQ ITCH parser in Rust☆49Updated 4 months ago
- Aggregate trade data into user-defined candles using information driven rules☆92Updated 4 months ago
- Extensible, asynchronous retry behaviours for futures/tokio☆27Updated 4 months ago
- Rust for black scholes☆23Updated last year
- Benchmarks to measure the cost of sleeping☆31Updated last year
- Set process and thread affinity in your Rust programs !☆27Updated last year
- Fast Numerical Integration☆23Updated 6 years ago
- stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance…☆54Updated 2 weeks ago
- Deribit API V2 WS client for Rust.☆46Updated 11 months ago
- Rust wrappers for NGT approximate nearest neighbor search☆38Updated last year
- A tar archive reading/writing library for async Rust.☆28Updated 2 months ago
- Leveraged Futures Exchange for Simulated Trading☆68Updated this week
- Take a value atomically once.☆30Updated 2 years ago
- A Rust crate for accessing the Federal Reserve Bank of St. Louis FRED API.☆17Updated last year
- Rust web-socket implementation benchmark☆31Updated last year
- Linked Atomic Random Insert Vector: a thread-safe, self-memory-managed vector with no guaranteed sequential insert.☆58Updated last year