avhz / RustQuant
Rust library for quantitative finance.
☆1,151Updated this week
Related projects ⓘ
Alternatives and complementary repositories for RustQuant
- Open-source Rust framework for building event-driven live-trading & backtesting systems☆991Updated this week
- Technical analysis library for Rust language☆694Updated 4 months ago
- Yet Another Technical Analysis library [for Rust]☆331Updated 2 months ago
- Financial maths library for risk-neutral pricing and risk☆371Updated last year
- Financial Information eXchange protocol implemented in Rust☆363Updated 4 months ago
- Linear algebra foundation for the Rust programming language☆1,878Updated last week
- A crate for interacting with the Alpaca API at alpaca.markets.☆147Updated last week
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆148Updated 3 years ago
- A high-frequency trading and market-making backtesting and trading bot in Python and Rust, which accounts for limit orders, queue positio…☆1,991Updated this week
- Plotly for Rust☆1,142Updated this week
- Rust Library for the Binance API☆686Updated 4 months ago
- Low-latency algorithmic trading platform written in Rust☆561Updated 4 years ago
- Numerical optimization in pure Rust☆1,010Updated this week
- Async client for the Binance APIs☆189Updated 2 weeks ago
- A visualization library for Rust☆1,842Updated last week
- Port of Interactive Broker's trading API written in Rust☆146Updated 6 months ago
- Magical Rust patterns laid out and simplified☆1,215Updated 6 months ago
- PyO3-based Rust bindings of the NumPy C-API☆1,138Updated 2 weeks ago
- Low latency inter-thread communication library in Rust inspired by the LMAX Disruptor.☆641Updated 2 months ago
- Simple Rust connector to Binance API☆138Updated 3 weeks ago
- Statistical computation library for Rust☆599Updated 2 weeks ago
- Future-based Tungstenite for Tokio. Lightweight stream-based WebSocket implementation☆1,876Updated 2 weeks ago
- Decimal number implementation written in pure Rust suitable for financial and fixed-precision calculations.☆1,027Updated last month
- Statistics-driven benchmarking library for Rust☆4,625Updated last week
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆102Updated 4 months ago
- Database for L2 orderbook☆688Updated 9 months ago
- A rust drawing library for high quality data plotting for both WASM and native, statically and realtimely 🦀 📈🚀☆3,896Updated 2 weeks ago
- A comprehensive library for machine learning and numerical computing. The library provides a set of tools for linear algebra, numerical c…☆707Updated 3 months ago
- Zero-copy deserialization framework for Rust☆2,961Updated this week
- The official Rust client library for Databento☆45Updated last week