avhz

RustQuant

Rust library for quantitative finance.

calenda-rs

A Rust library for global calendars.

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

every-programmer-should-know

A collection of (mostly) technical things every software developer should know about

QuantMath

Financial maths library for risk-neutral pricing and risk

simple

Complex number implementation in Rust.

yahoo_finance_api

Simple wrapper to yahoo! finance API to retrieve latest quotes and end-of-day quote histories

.github

.gitignore

.gitignore templates.

argmin

Mathematical optimization in pure Rust

awesome-rust

A curated list of Rust code and resources.

barter-rs

Open-source Rust framework for building event-driven live-trading & backtesting systems

Enzyme

High-performance automatic differentiation of LLVM and MLIR.

avhz

burn

Burn is a new comprehensive dynamic Deep Learning Framework built using Rust with extreme flexibility, compute efficiency and portability as its primary goals.

data-benchmarks

Various benchmarks for common data operations.

FastAmericanOptionPricing

Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

FastInverseSquareRoot

Quake III Fast Inverse Square Root in Rust.

FinancePy

A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.

micrograd

A tiny scalar-valued autograd engine and a neural net library on top of it with PyTorch-like API

polars

Dataframes powered by a multithreaded, vectorized query engine, written in Rust

portable-simd

The testing ground for the future of portable SIMD in Rust

PyFENG

Python Financial ENGineering (PyFENG package in PyPI.org)

QuantLib

The QuantLib C++ library

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.

rstest

Fixture-based test framework for Rust

TheLinuxProgrammingInterface

The Linux Programming Interface - Michael Kerrisk

this-week-in-rust

Data for this-week-in-rust.org

time

The most used Rust library for date and time handling.

tui-rs

Build terminal user interfaces and dashboards using Rust