piquette / quantlibLinks
The idiomatic rust implementation of the QuantLib C++ quantitative finance library
☆161Updated 4 years ago
Alternatives and similar repositories for quantlib
Users that are interested in quantlib are comparing it to the libraries listed below
Sorting:
- Backtesting engine written in Rust☆75Updated 8 months ago
- Port of Interactive Broker's trading API written in Rust☆169Updated last year
- Financial Information eXchange protocol implemented in Rust☆425Updated last year
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆127Updated last week
- rewrite quantaxis in rust / backtest/ trading/☆104Updated 2 years ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- An implementation of the Interactive Brokers API for Rust☆227Updated last week
- The official Rust client library for Databento☆77Updated this week
- A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.☆314Updated 3 years ago
- Implementation of a orderbook data structure for LOB research capabilities.☆158Updated last year
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆246Updated 3 years ago
- TA-lib bindings for Rust☆76Updated last year
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆132Updated last week
- Yet Another Technical Analysis library [for Rust]☆382Updated last year
- A fast in-memory limit order book (LOB).☆158Updated 2 years ago
- ☆47Updated 11 months ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆63Updated 2 months ago
- Aggregate trade data into user-defined candles using information driven rules☆108Updated 4 months ago
- A native desktop charting platform for crypto markets☆208Updated this week
- Financial maths library for risk-neutral pricing and risk☆393Updated 2 years ago
- Leveraged Futures Exchange for Simulated Trading☆76Updated 3 weeks ago
- High Performance Runtime in Rust☆129Updated 8 months ago
- Async client for the Binance APIs☆212Updated last month
- Technical analysis library for Rust language☆810Updated last year
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆142Updated last year
- trading strategy construction, visualization and backtesting tool☆66Updated 2 years ago
- A crate for interacting with the Alpaca API at alpaca.markets.☆179Updated 7 months ago
- NASDAQ ITCH parser in Rust☆51Updated 10 months ago
- Low-latency algorithmic trading platform written in Rust☆589Updated 5 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆64Updated 2 years ago