nakashima-hikaru / implied-volLinks
A pure rust implementation of Peter Jäckel's implied volatility calculation
☆16Updated 2 months ago
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 7 months ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆121Updated this week
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆73Updated 2 years ago
- An implementation of the Interactive Brokers API for Rust☆212Updated 2 weeks ago
- The official Rust client library for Databento☆75Updated last week
- A native desktop charting platform for crypto markets☆191Updated this week
- Port of Interactive Broker's trading API written in Rust☆168Updated last year
- Rust for black scholes☆24Updated last year
- Aggregate trade data into user-defined candles using information driven rules☆107Updated 3 months ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆64Updated last month
- Leveraged Futures Exchange for Simulated Trading☆72Updated last week
- A fast in-memory limit order book (LOB).☆157Updated 2 years ago
- Trading with ML on binance microstructure market data☆13Updated last year
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆211Updated 3 months ago
- Rust Market Simulation Library with a Python API☆22Updated last year
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆131Updated last week
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆77Updated 3 years ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆164Updated 4 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆181Updated 11 months ago
- trading strategy construction, visualization and backtesting tool☆64Updated 2 years ago
- ☆41Updated 6 months ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆244Updated 3 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆64Updated 2 years ago
- A collection of helpful polars plugins and functions for market data processing.☆55Updated last month
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆67Updated 2 months ago
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆313Updated 3 years ago
- Financial Information eXchange protocol implemented in Rust☆423Updated last year
- A command line tool for trading stocks on Alpaca (alpaca.markets).☆46Updated 2 weeks ago
- Async client for the Binance APIs☆212Updated 3 weeks ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆76Updated 2 years ago