avhz/RustQuant
Rust library for quantitative finance.
A star delta has been computed for 62,252 of 63,108 tracked repositories in this period, and only those can be ranked in it.
A repository missing here has not been measured far enough back yet. That does not mean it did not move.
Star counts measured between 07:56 and 02:30 (BKK).
Rust library for quantitative finance.
High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.
C++ 17 based library (with sample applications) for testing equities, futures, currencies, etfs & options based automated trading ideas using DTN IQFeed real time data feed and Interactive Brokers (IB TWS API) for trade execution. libtorch/lstm/cuda demo. Support for Alpaca & Phemex. Notifications via Telegram.
Fourier-transform pricing, Monte Carlo validation, and calibration of European options under stochastic-volatility models in Python
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
That's all 5 repositories in this period.