RustQuant
Quant finance library
A comprehensive Rust library for quantitative finance and related mathematical computations
Rust library for quantitative finance.
1k stars
28 watching
134 forks
Language: Rust
last commit: 11 days ago
Linked from 2 awesome lists
financemachine-learningmathmathematicsoption-pricingquantitative-financequantlibregressionrustrust-langstatisticsstochastic-processestrading
rust-unofficial/awesome-rust
wilsonfreitas/awesome-quantRelated projects:
| Repository | Description | Stars |
|---|---|---|
 artyyouth/r-quant | Provides an R implementation of tools and techniques used in finance quantitative analysis | 30 |
 choucrifahed/quantscale | A Scala library built on top of QuantLib's C++ implementation, providing a quantitative finance solution with concurrent capabilities using Akka and Scala STM. | 46 |
 romanmichaelpaolucci/q-fin | A Python library for mathematical finance and option pricing with object-oriented programming, stochastic modeling, and simulation. | 396 |
 eddelbuettel/rquantlib | Provides R interface to QuantLib library for quantitative finance analysis | 120 |
 lechgrzelak/quantfinancebook | Provides Python implementations of mathematical modeling and computation in finance exercises from a popular book | 496 |
 finance-hub/financehub | A community-driven repository providing data, methods, and models for research in quantitative finance. | 678 |
 greyblake/ta-rs | A Rust library providing technical analysis indicators for financial data | 694 |
 nnamdi-sys/finalytics | An Rust-based library for financial data analysis and portfolio optimization | 22 |
 marcusrainbow/quantmath | A comprehensive financial math library designed to support risk-neutral pricing and risk management in investment banking and hedge funds. | 371 |
 letianzj/quantresearch | A collection of notebooks and blogs on quantitative finance and trading strategies, including machine learning, deep reinforcement learning, and backtesting. | 2,113 |
 dancixx/stochastic-rs | A high-performance Rust library for simulating and analyzing stochastic processes in finance and AI applications. | 23 |
 amaggiulli/qlnet | A C# library for modeling financial instruments and calculating various finance-related metrics. | 387 |
 enthought/pyql | A Cython-based wrapper library for QuantLib financial calculations | 1,007 |
 artursepp/quantinveststrats | An analytics package for quantitative investment strategies and financial data analysis | 181 |
 frgomes/jquantlib | A comprehensive framework for quantitative finance written in Java, providing mathematical and statistical tools for financial instrument valuation. | 126 |