timleslie / rust_vs_cythonLinks
An experiment to compare the performance of Rust and Cython
☆16Updated 4 years ago
Alternatives and similar repositories for rust_vs_cython
Users that are interested in rust_vs_cython are comparing it to the libraries listed below
Sorting:
- Factor Expression + Historical Data = Factor Values☆30Updated 2 years ago
- Limit Orderbook Replay/Analysis Library☆10Updated 7 years ago
- Backtesting engine written in Rust☆75Updated 11 months ago
- ☆25Updated 10 years ago
- The idiomatic rust implementation of the QuantLib C++ quantitative finance library☆165Updated 4 years ago
- Mean-Variance Portfolio Optimisation and Algorithmic Trading Strategies in MATLAB☆36Updated 4 years ago
- Super fast backtest of any enter/exit strategy in pure rust https://crates.io/crates/rusty_backtest☆24Updated 6 years ago
- Wrapper for Davis' Edwards excellent options valuation python code☆14Updated 8 years ago
- A simple trading bot written in Rust based on counter-trading large deviations in the futures order book delta volume.☆78Updated 3 years ago
- High Performance Runtime in Rust☆136Updated 10 months ago
- Multi-Agent eXchange simulator developed at Oxford-Man Institute☆65Updated 5 years ago
- Backtest and run stock trading CFD strategies tick by tick☆13Updated 4 years ago
- ☆28Updated 5 years ago
- The official repository for the paper Adversarial Inverse Reinforcement Learning for Market Making (2024) published and presented at the …☆32Updated last month
- Limit Order Book Convolutional Neural Network trading bot☆14Updated 3 years ago
- qatrader 支持单机上万实盘/模拟盘账户的 高性能QATRADER☆50Updated 10 months ago
- Package to build risk model for factor pricing model☆28Updated last year
- Asynchronous client for FOREX broker☆12Updated 5 years ago
- An algorithmic trading platform written in rust. Focused on backtesting, charting, live trading. With an emphasis for semi-automated str…☆69Updated 4 months ago
- rewrite quantaxis in rust / backtest/ trading/☆104Updated 3 years ago
- A high-performance trading library, written in Mojo and C++, designed to simplify quantitative trading.☆60Updated last year
- Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicator…☆72Updated this week
- Lightweight algo trading framework☆33Updated 2 years ago
- 一键部署的期货trade gateway☆19Updated 4 years ago
- Benchmarks to measure the cost of sleeping☆31Updated 2 years ago
- ☆10Updated last year
- Python and Cython scripts of machine learning, econometrics and statistical tools designed for finance.☆23Updated last year
- Trading with ML on binance microstructure market data☆15Updated 2 years ago
- 标准QIFI账户格式以及其他数据格式读取☆13Updated 10 months ago
- Leveraged Futures Exchange for Simulated Trading☆77Updated this week