ronniec95 / black_scholes
A SIMD based black scholes pricer using the http://crates.io/wide crate
☆64Updated last year
Related projects ⓘ
Alternatives and complementary repositories for black_scholes
- NASDAQ ITCH parser in Rust☆46Updated 3 weeks ago
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 4 months ago
- Dual q/kdb+ interface for API to build a shared library and an IPC client.☆20Updated 4 months ago
- Financial Information eXchange protocol implemented in Rust☆364Updated 4 months ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆148Updated 3 years ago
- A fast in-memory limit order book (LOB).☆132Updated last year
- Backtesting engine written in Rust☆64Updated last week
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆42Updated last month
- fix-rs is a FIX (Financial Information Exchange) engine written in Rust.☆131Updated 4 months ago
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆101Updated 4 months ago
- Port of Interactive Broker's trading API written in Rust☆146Updated 6 months ago
- Rust for black scholes☆23Updated 5 months ago
- The official Rust client library for Databento☆45Updated last week
- Leveraged Futures Exchange for Simulated Trading☆60Updated this week
- Financial maths library for risk-neutral pricing and risk☆371Updated last year
- Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data☆89Updated this week
- Aggregate trade data into user-defined candles using information driven rules☆76Updated 3 weeks ago
- Limit order book written in Rust☆71Updated 5 years ago
- A very simple api request client accessing TD Ameritrade API built in rust.☆39Updated 2 years ago
- Rust library targeting finance/quant-related use cases.☆18Updated 5 years ago
- Benchmarks to measure the cost of sleeping☆26Updated last year
- Rust aeron port☆106Updated 5 months ago
- Sample app in Rust that decodes Binance API SBE☆16Updated last month
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆52Updated last year
- Bitfinex trading api☆57Updated 2 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆67Updated 2 years ago
- trading strategy construction, visualization and backtesting tool☆54Updated last year
- A Rust/WASM library to parse FIX messages without a dictionary☆22Updated 3 years ago
- Bitmex (non-official) client for rust WIP☆44Updated 7 months ago
- Option pricing using fang oosterlee algorithm☆16Updated 3 years ago