Amando's repositories
calenda-rs
A Rust library for global calendars.
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
FastAmericanOptionPricing
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
yahoo_finance_api
Simple wrapper to yahoo! finance API to retrieve latest quotes and end-of-day quote histories
argmin
Mathematical optimization in pure Rust
awesome-rust
A curated list of Rust code and resources.
Enzyme
High-performance automatic differentiation of LLVM and MLIR.
data-benchmarks
Various benchmarks for common data operations.
databento-python
The official Python client library for Databento
docker-compose-minimal-example
Minimal Docker Compose example.
FastInverseSquareRoot
Quake III Fast Inverse Square Root in Rust.
gad
Generic Automatic Differentiation library for Rust (aka "autograd")
ndarray
ndarray: an N-dimensional array with array views, multidimensional slicing, and efficient operations
portable-simd
The testing ground for the future of portable SIMD in Rust
PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
rateslib
A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.
statrs
Statistical computation library for Rust
TheLinuxProgrammingInterface
The Linux Programming Interface - Michael Kerrisk
this-week-in-rust
Data for this-week-in-rust.org