danielhstahl / fang_oost_option_rustLinks
Option pricing using fang oosterlee algorithm
☆17Updated 4 years ago
Alternatives and similar repositories for fang_oost_option_rust
Users that are interested in fang_oost_option_rust are comparing it to the libraries listed below
Sorting:
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆73Updated 2 years ago
- Rust for black scholes☆25Updated last year
- Rust library targeting finance/quant-related use cases.☆20Updated 6 years ago
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆65Updated 3 weeks ago
- NASDAQ ITCH parser in Rust☆50Updated 8 months ago
- Aggregate trade data into user-defined candles using information driven rules☆104Updated 2 months ago
- Leveraged Futures Exchange for Simulated Trading☆72Updated last month
- A very simple api request client accessing TD Ameritrade API built in rust.☆39Updated 2 years ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆164Updated 4 years ago
- Super fast backtest of any enter/exit strategy in pure rust https://crates.io/crates/rusty_backtest☆24Updated 6 years ago
- Backtesting engine written in Rust☆74Updated 6 months ago
- Generate various time series, some randomly sampled, in pure rust.☆19Updated 6 months ago
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆139Updated last year
- trading strategy construction, visualization and backtesting tool☆65Updated 2 years ago
- Bitfinex trading api☆59Updated 2 years ago
- Port of Interactive Broker's trading API written in Rust☆168Updated last year
- stochastic-rs is a Rust library designed for high-performance simulation and analysis of stochastic processes and models in quant finance…☆90Updated last month
- A quantitative finance toolbox☆38Updated last week
- Stock Exchange Engine written in Rust☆28Updated 3 years ago
- A position (finance) definition that has some good algebraic properties.☆14Updated 2 years ago
- Rust KuCoin Cryptocurrency Exchange v2 API Wrapper/SDK☆34Updated 2 years ago
- A native desktop charting platform for crypto markets with intuitive orderflow visualizations☆155Updated this week
- Deribit API V2 WS client for Rust.☆46Updated last year
- 📈 Library of technical indicators in Rust. (work in progress)☆21Updated 7 years ago
- TA-lib bindings for Rust☆76Updated last year
- High performance Rust API for KDB+☆13Updated 4 years ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆102Updated last week
- A Rust/WASM library to parse FIX messages without a dictionary☆23Updated 4 years ago
- OrderBook implementation in rust☆26Updated 5 years ago
- Rusty-talib is a technical analysis library written in pure Rust, providing various methods for calculating technical indicators.☆14Updated last year