Alternatives and similar repositories for implied-vol

Users that are interested in implied-vol are comparing it to the libraries listed below

• calumrussell / rotala
  Backtesting engine written in Rust
  ☆75Updated 4 months ago
• databento / databento-rs
  The official Rust client library for Databento
  ☆62Updated last week
• ronniec95 / black_scholes
  A SIMD based black scholes pricer using the http://crates.io/wide crate
  ☆73Updated 2 years ago
• MathisWellmann / trade_aggregation-rs
  Aggregate trade data into user-defined candles using information driven rules
  ☆101Updated last month
• joaquinbejar / OptionStratLib
  OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
  ☆78Updated 3 weeks ago
• numberjuani / binance_nshft
  Trading with ML on binance microstructure market data
  ☆13Updated last year
• wboayue / rust-ibapi
  An implementation of the Interactive Brokers API for Rust
  ☆170Updated last week
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆116Updated last week
• MathisWellmann / lfest-rs
  Leveraged Futures Exchange for Simulated Trading
  ☆69Updated last month
• sparkstartconsulting / IBKR-API-Rust
  Port of Interactive Broker's trading API written in Rust
  ☆165Updated last year
• zombie-einstein / bourse
  Rust Market Simulation Library with a Python API
  ☆22Updated last year
• BurnOutTrader / fund-forge
  An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…
  ☆59Updated 4 months ago
• rubik / lobster
  A fast in-memory limit order book (LOB).
  ☆154Updated 2 years ago
• ngriffiths13 / polars-trading
  A collection of helpful polars plugins and functions for market data processing.
  ☆47Updated 8 months ago
• MathisWellmann / sliding_features-rs
  Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…
  ☆62Updated last week
• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆63Updated 2 years ago
• piquette / quantlib
  The idiomatic rust implementation of the QuantLib C++ quantitative finance library
  ☆164Updated 4 years ago
• adwhit / itchy-rust
  NASDAQ ITCH parser in Rust
  ☆50Updated 7 months ago
• akenshaw / flowsurface
  A native desktop charting platform for crypto markets with intuitive orderflow visualizations
  ☆72Updated this week
• dineshpinto / orderbook-delta-bot
  A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.
  ☆75Updated 2 years ago
• danielhstahl / black_scholes_rust
  Rust for black scholes
  ☆24Updated last year
• stefansimik / nautilus_trader_examples
  ☆38Updated 3 months ago
• Yvictor / polars_ta_extension
  Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions
  ☆190Updated 3 weeks ago
• ninja-quant / ninjabook
  A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python
  ☆175Updated 8 months ago
• d-e-s-o / apcacli
  A command line tool for trading stocks on Alpaca (alpaca.markets).
  ☆45Updated this week
• amankrx / matching-engine-rs
  Building a fast matching engine in Rust for efficient processing of an ITCH order book.
  ☆41Updated last year
• featherenvy / botvana
  Botvana is high-performance and event-driven trading system built using Rust (in early development).
  ☆238Updated 3 years ago
• Nouzan / positions
  A position (finance) definition that has some good algebraic properties.
  ☆14Updated 2 years ago
• databento / databento-python
  The official Python client library for Databento
  ☆191Updated 2 weeks ago
• brucify / orderly
  A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream
  ☆79Updated 3 years ago