Alternatives and similar repositories for black_scholes

Users that are interested in black_scholes are comparing it to the libraries listed below

• piquette / quantlib
  The idiomatic rust implementation of the QuantLib C++ quantitative finance library
  ☆160Updated 4 years ago
• adwhit / itchy-rust
  NASDAQ ITCH parser in Rust
  ☆49Updated 4 months ago
• calumrussell / rotala
  Backtesting engine written in Rust
  ☆72Updated 2 months ago
• ferrumfix / ferrumfix
  Financial Information eXchange protocol implemented in Rust
  ☆393Updated 10 months ago
• diamondrod / kdbplus
  Dual q/kdb+ interface for API to build a shared library and an IPC client.
  ☆20Updated 10 months ago
• sparkstartconsulting / IBKR-API-Rust
  Port of Interactive Broker's trading API written in Rust
  ☆159Updated 11 months ago
• akenshaw / flowsurface
  Cross-platform desktop app visualizing basic orderflow in crypto markets
  ☆50Updated this week
• MathisWellmann / sliding_features-rs
  Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…
  ☆57Updated last month
• danielhstahl / black_scholes_rust
  Rust for black scholes
  ☆23Updated 11 months ago
• MathisWellmann / trade_aggregation-rs
  Aggregate trade data into user-defined candles using information driven rules
  ☆91Updated 4 months ago
• whoan / fixparser
  A Rust/WASM library to parse FIX messages without a dictionary
  ☆22Updated 3 years ago
• rubik / lobster
  A fast in-memory limit order book (LOB).
  ☆151Updated 2 years ago
• jbendig / fix-rs
  fix-rs is a FIX (Financial Information Exchange) engine written in Rust.
  ☆136Updated 10 months ago
• jmakov / dragonflybot
  A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.
  ☆57Updated last year
• databento / databento-rs
  The official Rust client library for Databento
  ☆55Updated 2 weeks ago
• jbertovic / tdameritradeclient
  A very simple api request client accessing TD Ameritrade API built in rust.
  ☆39Updated 2 years ago
• petr-tik / dark_rusty_pool
  Limit order book written in Rust
  ☆73Updated 5 years ago
• MathisWellmann / lfest-rs
  Leveraged Futures Exchange for Simulated Trading
  ☆68Updated last week
• MarcusRainbow / QuantMath
  Financial maths library for risk-neutral pricing and risk
  ☆384Updated last year
• brucify / orderly
  A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream
  ☆76Updated 2 years ago
• jakeschurch / trade_rs
  Rust library targeting finance/quant-related use cases.
  ☆20Updated 6 years ago
• blitzarx1 / netstrat
  trading strategy construction, visualization and backtesting tool
  ☆63Updated last year
• wisespace-io / bitfinex-rs
  Bitfinex trading api
  ☆58Updated 2 years ago
• dovahcrow / deribit-rs
  Deribit API V2 WS client for Rust.
  ☆45Updated 10 months ago
• BurnOutTrader / fund-forge
  An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…
  ☆53Updated last month
• UnitedTraders / aeron-rs
  Rust aeron port
  ☆120Updated 3 months ago
• CLevasseur / ta-lib-rust
  TA-lib bindings for Rust
  ☆74Updated 11 months ago
• arthurlm / quickfix-rs
  Unofficial rust binding of QuickFIX library
  ☆26Updated 3 months ago
• wboayue / rust-ibapi
  An implementation of the Interactive Brokers API for Rust
  ☆134Updated this week
• MathisWellmann / time_series_generator-rs
  Generate various time series, some randomly sampled, in pure rust.
  ☆17Updated 2 months ago