siddharthqs / RustyQLibLinks
RustyQlib: A quant library for derivative pricing and quantitative finance
☆19Updated 10 months ago
Alternatives and similar repositories for RustyQLib
Users that are interested in RustyQLib are comparing it to the libraries listed below
Sorting:
- Developed a high-performance trading engine using Rust, leveraging its powerful features for low-level systems programming. Engineered to…☆20Updated last year
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆151Updated last week
- Backtesting engine written in Rust☆75Updated 9 months ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆163Updated 4 years ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆65Updated 3 months ago
- ☆48Updated last year
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Updated 3 years ago
- Furnace is a high-performance quantitative trading library that provides features similar to CCXT, allowing developers to connect and int…☆14Updated 11 months ago
- A high frequency trading server written in Rust☆17Updated 7 months ago
- Aggregate trade data into user-defined candles using information driven rules☆110Updated 5 months ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆66Updated 2 years ago
- A fast in-memory limit order book (LOB).☆164Updated 2 years ago
- Rust Market Simulation Library with a Python API☆23Updated last year
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆79Updated 3 years ago
- Financial Engineering Repository (Backtesting, Math, Infrastructure & Algorithms Code)☆25Updated 11 months ago
- VectorBT Backtesting☆36Updated 2 years ago
- Technical analysis library for Rust language☆45Updated last month
- Collection of 3 quantitative finance projects in Python that uses algorithmic trading.☆17Updated 4 years ago
- ☆44Updated 8 months ago
- A quanting demo for cryptocurrency based on Rust.☆12Updated last year
- High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust☆45Updated last week
- Super fast backtest of any enter/exit strategy in pure rust https://crates.io/crates/rusty_backtest☆24Updated 6 years ago
- Leveraged Futures Exchange for Simulated Trading☆76Updated 2 months ago
- Cryptocurrency quant framework written in Rust.☆29Updated 5 years ago
- Botvana is high-performance and event-driven trading system built using Rust (in early development).☆248Updated 3 years ago
- A lightweight and high-performance order-book designed to process level 2 and trades data. Available in Rust and Python☆183Updated last year
- Examples of nautilus script☆39Updated 3 months ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 12 years ago
- Implement a momentum trading strategy in Python and test to see if it has the potential to be profitable☆57Updated 6 years ago
- The official Rust client library for Databento☆83Updated 3 weeks ago