danielhstahl / black_scholes_rust
Rust for black scholes
☆23Updated 8 months ago
Alternatives and similar repositories for black_scholes_rust:
Users that are interested in black_scholes_rust are comparing it to the libraries listed below
- Bitfinex trading api☆57Updated 2 years ago
- Option pricing using fang oosterlee algorithm☆17Updated 3 years ago
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 7 months ago
- Deribit API V2 WS client for Rust.☆45Updated 7 months ago
- Aggregate trade data into user-defined candles using information driven rules☆83Updated last month
- Leveraged Futures Exchange for Simulated Trading☆64Updated 2 weeks ago
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆51Updated last month
- Limit order book written in Rust☆71Updated 5 years ago
- Backtesting engine written in Rust☆69Updated last week
- Super fast backtest of any enter/exit strategy in pure rust https://crates.io/crates/rusty_backtest☆24Updated 5 years ago
- Rust library targeting finance/quant-related use cases.☆19Updated 5 years ago
- Rust KuCoin Cryptocurrency Exchange v2 API Wrapper/SDK☆34Updated last year
- Rust API connector for Bybit's WebSockets APIs.☆36Updated last year
- Coinbase pro client for Rust☆148Updated last year
- OrderBook implementation in rust☆26Updated 4 years ago
- TA-lib bindings for Rust☆72Updated 8 months ago
- Bitmex (non-official) client for rust WIP☆44Updated 10 months ago
- Simple to use Crypto Exchange REST API client in rust.☆26Updated 5 years ago
- Rust Library (Async) or the Binance API, forked from wisespace-io☆17Updated last year
- A very simple api request client accessing TD Ameritrade API built in rust.☆39Updated 2 years ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆66Updated last year
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆103Updated 7 months ago
- trading strategy construction, visualization and backtesting tool☆60Updated last year
- Unofficial rust binding of QuickFIX library☆21Updated 2 weeks ago
- Monitor and Trade Engine for Crypto Exchanges☆10Updated 5 years ago
- Generate various time series, some randomly sampled, in pure rust.☆15Updated last year
- Trade engine written in rust (eg: bitcoin or any other currency/cryptocurrency)☆33Updated 4 years ago
- NASDAQ ITCH parser in Rust☆47Updated last month
- Stock Exchange Engine written in Rust☆27Updated 3 years ago
- Unofficial Rust API bindings for the FTX exchange.☆113Updated 2 years ago