piquette / quantlib
The idiomatic rust implementation of the QuantLib C++ quantitative finance library
☆149Updated 3 years ago
Related projects ⓘ
Alternatives and complementary repositories for quantlib
- Backtesting engine written in Rust☆63Updated this week
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆104Updated 3 months ago
- Port of Interactive Broker's trading API written in Rust☆144Updated 5 months ago
- The official Rust client library for Databento☆44Updated 2 weeks ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆64Updated last year
- rewrite quantaxis in rust / backtest/ trading/☆98Updated last year
- Financial Information eXchange protocol implemented in Rust☆362Updated 3 months ago
- NASDAQ ITCH parser in Rust☆46Updated last week
- Aggregate trade data into user-defined candles using information driven rules☆76Updated last week
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆87Updated this week
- A fast in-memory limit order book (LOB).☆131Updated last year
- Async client for the Binance APIs☆187Updated this week
- TA-lib bindings for Rust☆68Updated 4 months ago
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 3 months ago
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆130Updated 4 months ago
- Technical analysis library for Rust language☆692Updated 3 months ago
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆42Updated last month
- Leveraged Futures Exchange for Simulated Trading☆59Updated this week
- rust bindings for ctp☆28Updated last year
- Implementation of a orderbook data structure for LOB research capabilities.☆130Updated 8 months ago
- trading strategy construction, visualization and backtesting tool☆54Updated last year
- Dual q/kdb+ interface for API to build a shared library and an IPC client.☆20Updated 4 months ago
- NOTE: Barter-Integration migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance, low-level framew…☆25Updated 3 months ago
- Limit order book written in Rust☆71Updated 5 years ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆217Updated 2 years ago
- Bitfinex trading api☆57Updated last year
- Financial maths library for risk-neutral pricing and risk☆370Updated last year
- Yet Another Technical Analysis library [for Rust]☆330Updated last month
- trading tools in rust☆49Updated 2 months ago
- Low-latency algorithmic trading platform written in Rust☆563Updated 4 years ago