Alternatives and similar repositories for black_scholes

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

• adwhit / itchy-rust
  NASDAQ ITCH parser in Rust
  ☆50Updated 7 months ago
• calumrussell / rotala
  Backtesting engine written in Rust
  ☆74Updated 5 months ago
• piquette / quantlib
  The idiomatic rust implementation of the QuantLib C++ quantitative finance library
  ☆164Updated 4 years ago
• diamondrod / kdbplus
  Dual q/kdb+ interface for API to build a shared library and an IPC client.
  ☆22Updated last year
• MathisWellmann / sliding_features-rs
  Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…
  ☆63Updated this week
• rubik / lobster
  A fast in-memory limit order book (LOB).
  ☆156Updated 2 years ago
• danielhstahl / black_scholes_rust
  Rust for black scholes
  ☆24Updated last year
• MathisWellmann / lfest-rs
  Leveraged Futures Exchange for Simulated Trading
  ☆71Updated last week
• jbendig / fix-rs
  fix-rs is a FIX (Financial Information Exchange) engine written in Rust.
  ☆139Updated last year
• sparkstartconsulting / IBKR-API-Rust
  Port of Interactive Broker's trading API written in Rust
  ☆167Updated last year
• ferrumfix / ferrumfix
  Financial Information eXchange protocol implemented in Rust
  ☆413Updated last year
• MathisWellmann / trade_aggregation-rs
  Aggregate trade data into user-defined candles using information driven rules
  ☆102Updated last month
• wboayue / rust-ibapi
  An implementation of the Interactive Brokers API for Rust
  ☆180Updated this week
• Nouzan / positions
  A position (finance) definition that has some good algebraic properties.
  ☆14Updated 2 years ago
• jbertovic / tdameritradeclient
  A very simple api request client accessing TD Ameritrade API built in rust.
  ☆39Updated 2 years ago
• whoan / fixparser
  A Rust/WASM library to parse FIX messages without a dictionary
  ☆23Updated 4 years ago
• danielhstahl / fang_oost_option_rust
  Option pricing using fang oosterlee algorithm
  ☆17Updated 3 years ago
• MarcusRainbow / QuantMath
  Financial maths library for risk-neutral pricing and risk
  ☆388Updated 2 years ago
• akenshaw / flowsurface
  A native desktop charting platform for crypto markets with intuitive orderflow visualizations
  ☆82Updated this week
• nakashima-hikaru / implied-vol
  A pure rust implementation of Peter Jäckel's implied volatility calculation
  ☆16Updated last week
• joaquinbejar / OptionStratLib
  OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
  ☆90Updated this week
• UnitedTraders / aeron-rs
  Rust aeron port
  ☆130Updated 7 months ago
• blitzarx1 / netstrat
  trading strategy construction, visualization and backtesting tool
  ☆65Updated 2 years ago
• nash-io / openlimits
  A Rust high performance cryptocurrency trading API with support for multiple exchanges and language wrappers.
  ☆307Updated 3 years ago
• MathisWellmann / time_series_generator-rs
  Generate various time series, some randomly sampled, in pure rust.
  ☆18Updated 5 months ago
• petr-tik / dark_rusty_pool
  Limit order book written in Rust
  ☆74Updated 6 years ago
• jakeschurch / trade_rs
  Rust library targeting finance/quant-related use cases.
  ☆20Updated 6 years ago
• databento / dbn
  Databento Binary Encoding (DBN) - Fast message encoding and storage format for market data
  ☆118Updated last week
• bigfatwhale / orderbook
  Implementation of a orderbook data structure for LOB research capabilities.
  ☆149Updated last year
• wisespace-io / bitfinex-rs
  Bitfinex trading api
  ☆59Updated 2 years ago