piquette / quantlibLinks
The idiomatic rust implementation of the QuantLib C++ quantitative finance library
☆163Updated 4 years ago
Alternatives and similar repositories for quantlib
Users that are interested in quantlib are comparing it to the libraries listed below
Sorting:
- Port of Interactive Broker's trading API written in Rust☆170Updated last year
- Backtesting engine written in Rust☆75Updated 9 months ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- Financial Information eXchange protocol implemented in Rust☆429Updated last year
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆151Updated this week
- rewrite quantaxis in rust / backtest/ trading/☆104Updated 2 years ago
- An implementation of the Interactive Brokers API for Rust☆248Updated this week
- The official Rust client library for Databento☆83Updated 2 weeks ago
- Financial maths library for risk-neutral pricing and risk☆394Updated 2 years ago
- Aggregate trade data into user-defined candles using information driven rules☆110Updated 5 months ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆248Updated 3 years ago
- ☆48Updated last year
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆65Updated 3 months ago
- Yet Another Technical Analysis library [for Rust]☆385Updated last year
- Technical analysis library for Rust language☆820Updated last year
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆313Updated 3 years ago
- TA-lib bindings for Rust☆77Updated last year
- Leveraged Futures Exchange for Simulated Trading☆76Updated 2 months ago
- A fast in-memory limit order book (LOB).☆164Updated 2 years ago
- High Performance Runtime in Rust☆134Updated 9 months ago
- Implementation of a orderbook data structure for LOB research capabilities.☆160Updated last year
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆142Updated last year
- A crate for interacting with the Alpaca API at alpaca.markets.☆180Updated 9 months 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
- Super fast backtest of any enter/exit strategy in pure rust https://crates.io/crates/rusty_backtest☆24Updated 6 years ago
- Async client for the Binance APIs☆212Updated last week
- RustyQlib: A quant library for derivative pricing and quantitative finance☆19Updated 10 months ago
- Dual q/kdb+ interface for API to build a shared library and an IPC client.☆24Updated last year
- trading tools in rust☆67Updated 11 months ago