RustQuant: A Library for Quantitative Finance

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  • RustQuant

    Rust library for quantitative finance.

  • awesome-quant

    A curated list of insanely awesome libraries, packages and resources for Quants (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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  • QuantLib

    The QuantLib C++ library (by quantlib)

  • There's already (at least) one in C++:

    https://github.com/quantlib/QuantLib

    The appeal of writing one in Rust is that you could use it ergonomically in Rust!

NOTE: The number of mentions on this list indicates mentions on common posts plus user suggested alternatives. Hence, a higher number means a more popular project.

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