FAIG VS awesome-quant

In the past, I was heavily involved in retail trading, navigating the financial waves manually. The realization that I could automate my trading strategies was a game-changer. Eager to optimize my workflow, I dove headfirst into learning Python in a more detailed way and began crafting my trading tools.

This led me to create FAIG, which you can explore here: https://github.com/tg12/FAIG

To my surprise, it gathered momentum on Reddit. But take it from me, a lot of the chatter on algotrading is mere noise rather than insightful wisdom.

But FAIG is not my only creation. I have a treasure trove of other coding repositories where I occasionally unveil some of my custom trading scripts. You can check out one of these at https://github.com/tg12/hft_sig_trend

Remember, the key is to strategize and then automate. Bring precision and efficiency to your trading.

No, it looks more like a Rust equivalent of libraries like ffn (financial functions for python) or many of the other ones listed here https://github.com/wilsonfreitas/awesome-quant

Using rust to do exploratory analysis in python seems like a misguided idea. But using rust to productize models that have performance and accuracy sensitivities, the things that C/C++ is still used for, indeed sounds like a good idea.

Most of the python libraries used in finance, like numpy/pandas, call out to C for performance reasons; the libraries are essentially python bindings + syntax to C functions. It would be interesting to think about replacing that backend with rust.

A curated list of libraries, packages and resources for Quants\ (0 comments)

For folks who are interested in buring time with quant, refer to, https://github.com/wilsonfreitas/awesome-quant