siddharthqs / RustyQLib
RustyQlib: A quant library for derivative pricing and quantitative finance
☆18Updated 3 weeks ago
Alternatives and similar repositories for RustyQLib:
Users that are interested in RustyQLib are comparing it to the libraries listed below
- NOTE: Barter-Data migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs☆104Updated 8 months ago
- Backtesting engine written in Rust☆71Updated 2 weeks ago
- ☆39Updated 3 months ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆45Updated this week
- A quanting demo for cryptocurrency based on Rust.☆13Updated 6 months ago
- NOTE: Barter-Execution migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance and normalised trad…☆27Updated 8 months ago
- NOTE: Barter-Integration migrated to Barter monorepo: https://www.github.com/barter-rs/barter-rs. <br> High-performance, low-level framew…☆25Updated 8 months ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆157Updated 3 years ago
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆57Updated last year
- Aggregate trade data into user-defined candles using information driven rules☆87Updated 2 months ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆74Updated 2 years ago
- trading strategy construction, visualization and backtesting tool☆63Updated last year
- An implementation of the Interactive Brokers API for Rust☆114Updated last week
- Cross-platform desktop app visualizing basic orderflow in crypto markets☆42Updated this week
- Rust Market Simulation Library with a Python API☆21Updated 11 months ago
- The official Rust client library for Databento☆51Updated last week
- Examples of nautilus script☆32Updated 2 months ago
- Example data for use with NautilusTrader☆19Updated 2 months ago
- Technical analysis library for Rust language☆35Updated 10 months ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆72Updated 2 years ago
- ☆31Updated last month
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆28Updated this week
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆69Updated last year
- A fast in-memory limit order book (LOB).☆150Updated 2 years ago
- trading tools in rust☆61Updated last month
- Interactive Brokers Client for Rust☆17Updated 6 months ago
- Leveraged Futures Exchange for Simulated Trading☆67Updated last week
- Port of Interactive Broker's trading API written in Rust☆155Updated 10 months ago
- Limit Order book and matching engine in Rust.☆47Updated 3 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 7 years ago