nakashima-hikaru / implied-volLinks
A pure rust implementation of Peter Jäckel's implied volatility calculation
☆16Updated this week
Alternatives and similar repositories for implied-vol
Users that are interested in implied-vol are comparing it to the libraries listed below
Sorting:
- Backtesting engine written in Rust☆75Updated 8 months ago
- The official Rust client library for Databento☆77Updated this week
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- Aggregate trade data into user-defined candles using information driven rules☆108Updated 4 months ago
- An implementation of the Interactive Brokers API for Rust☆227Updated last week
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆63Updated 2 months ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆127Updated last week
- Leveraged Futures Exchange for Simulated Trading☆76Updated 3 weeks ago
- Port of Interactive Broker's trading API written in Rust☆169Updated last year
- Rust for black scholes☆25Updated last week
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆132Updated last week
- A fast in-memory limit order book (LOB).☆158Updated 2 years ago
- Trading with ML on binance microstructure market data☆14Updated last year
- A collection of helpful polars plugins and functions for market data processing.☆56Updated 2 months ago
- Dual q/kdb+ interface for API to build a shared library and an IPC client.☆23Updated last year
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆68Updated 2 months ago
- A native desktop charting platform for crypto markets☆208Updated this week
- Framework for building low latency clients on top of TCP.☆25Updated 2 weeks ago
- ☆42Updated 6 months ago
- Financial Information eXchange protocol implemented in Rust☆425Updated last year
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆216Updated 4 months ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆180Updated last year
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆314Updated 3 years ago
- Rust Market Simulation Library with a Python API☆23Updated last year
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Updated 3 years ago
- NASDAQ ITCH parser in Rust☆51Updated 10 months ago
- Async client for the Binance APIs☆212Updated last month
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆161Updated 4 years ago
- A crate for interacting with the Alpaca API at alpaca.markets.☆179Updated 7 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆64Updated 2 years ago