siddharthqs / RustyQLibLinks
RustyQlib: A quant library for derivative pricing and quantitative finance
☆19Updated 9 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…☆18Updated last year
- Backtesting engine written in Rust☆75Updated 9 months ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆62Updated 3 months ago
- OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.☆138Updated last week
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆162Updated 4 years ago
- ☆48Updated last year
- Aggregate trade data into user-defined candles using information driven rules☆109Updated 5 months ago
- Technical analysis library for Rust language☆44Updated 2 weeks ago
- A high frequency trading server written in Rust☆16Updated 6 months ago
- A native desktop charting platform for crypto markets☆228Updated this week
- Trading with ML on binance microstructure market data☆15Updated 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
- The official Rust client library for Databento☆78Updated this week
- Leveraged Futures Exchange for Simulated Trading☆76Updated last month
- A vertically scalable stream processing framework focusing on low latency, helping you scale and consume financial data feeds.☆65Updated 2 years ago
- A trading (matching) engine implementation in Rust.☆51Updated 3 years ago
- A Rust WebSocket client that connects to multiple crypto exchanges and publishes a merged live order book through gRPC stream☆78Updated 3 years ago
- A fast in-memory limit order book (LOB).☆159Updated 2 years ago
- Rust Market Simulation Library with a Python API☆23Updated last year
- A quanting demo for cryptocurrency based on Rust.☆12Updated last year
- Collection of 3 quantitative finance projects in Python that uses algorithmic trading.☆17Updated 4 years ago
- Polars extension for Ta-Lib: Support Ta-Lib functions in Polars expressions☆225Updated 5 months ago
- Super fast backtest of any enter/exit strategy in pure rust https://crates.io/crates/rusty_backtest☆24Updated 6 years ago
- Lightweight algo trading framework☆32Updated 2 years ago
- A SIMD based black scholes pricer using the http://crates.io/wide crate☆74Updated 2 years ago
- A pure rust implementation of Peter Jäckel's implied volatility calculation☆16Updated 2 weeks ago
- Examples of nautilus script☆39Updated 2 months ago
- Financial Engineering Repository (Backtesting, Math, Infrastructure & Algorithms Code)☆24Updated 10 months ago
- An implementation of the Interactive Brokers API for Rust☆236Updated last week
- VectorBT Backtesting☆36Updated 2 years ago