awesome-quant
RustQuant
| awesome-quant | RustQuant | |
|---|---|---|
| 18 | 14 | |
| 16,056 | 864 | |
| - | - | |
| 8.8 | 9.6 | |
| 1 day ago | 5 days ago | |
| Python | Rust | |
| - | Apache License 2.0 |
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awesome-quant
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RustQuant: A Library for Quantitative Finance
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.
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Open Source Projects
This is a good list https://github.com/wilsonfreitas/awesome-quant
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I’m not a Quant, but a Headhunter - ask me anything
also, what are the best quanty python packages that you like to see an applicant use? there are so many. https://github.com/wilsonfreitas/awesome-quant
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Why building profitable trading bot is hard?
If the financial analyst does not have a (possibly piecewise) software function to at least test with backtesting and paper trading, do they even have an objective relative performance statistic? Your notebook or better should also model fees and have a parametrizable initial balance.
Here's the awesome-quant link directory: https://github.com/wilsonfreitas/awesome-quant
- For Traders Who Want To Be Quants
- A curated list of libraries, packages and resources for Quants
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Hacker News top posts: Feb 22, 2022
A curated list of libraries, packages and resources for Quants\ (0 comments)
RustQuant
What are some alternatives?
qlib - Qlib is an AI-oriented quantitative investment platform that aims to realize the potential, empower research, and create value using AI technologies in quantitative investment, from exploring ideas to implementing productions. Qlib supports diverse machine learning modeling paradigms. including supervised learning, market dynamics modeling, and RL.
tui-journal - Your journal app if you live in a terminal
backtrader - Python Backtesting library for trading strategies
concurrent-queue - Concurrent multi-producer multi-consumer queue
uniswap-sushiswap-arbitrage-bot - Two bots written in JS that uses flashswaps and normal swaps to arbitrage Uniswap. Includes an automated demostration.
libfprint-rs - Libfprint library for Rust
CUDA.jl - CUDA programming in Julia.
quincy - QUIC-based VPN
awesome-discord-communities - A curated list of awesome Discord communities for programmers
ARMoured_rust - Provides a convient API to produce arm64/Aarch64 instructions
Gekko-Strategies - Strategies to Gekko trading bot with backtests results and some useful tools.
Socket.io - Realtime application framework (Node.JS server)