nakashima-hikaru / implied-volLinks
A pure rust implementation of Peter Jäckel's implied volatility calculation
☆17Updated last 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 9 months ago
- An implementation of the Interactive Brokers API for Rust☆248Updated this week
- Aggregate trade data into user-defined candles using information driven rules☆110Updated 5 months ago
- The official Rust client library for Databento☆83Updated 2 weeks ago
- Leveraged Futures Exchange for Simulated Trading☆76Updated 2 months ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆65Updated 3 months ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆151Updated this week
- A fast in-memory limit order book (LOB).☆164Updated 2 years ago
- Port of Interactive Broker's trading API written in Rust☆170Updated last year
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- Rust for black scholes☆25Updated last month
- Rust Market Simulation Library with a Python API☆23Updated last year
- Trading with ML on binance microstructure market data☆15Updated 2 years ago
- ☆44Updated 8 months ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆163Updated 4 years ago
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆68Updated 4 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆66Updated 2 years ago
- NASDAQ ITCH parser in Rust☆51Updated 11 months ago
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆144Updated this week
- A collection of helpful polars plugins and functions for market data processing.☆58Updated 4 months ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆183Updated last year
- Financial Information eXchange protocol implemented in Rust☆429Updated 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
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆226Updated 5 months ago
- trading strategy construction, visualization and backtesting tool☆66Updated 2 years ago
- Framework for building low latency clients on top of TCP.☆27Updated this week
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆248Updated 3 years ago
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆313Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆79Updated 3 years ago
- Sample app in Rust that decodes Binance API SBE☆30Updated 2 months ago