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Awesome List
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
GitHub stars and default-branch commits for wilsonfreitas/awesome-quant.
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Extremely fast Query Engine for DataFrames, written in Rust
Production-grade Rust-native trading engine with deterministic event-driven architecture
Free, open source, a high frequency trading and market making backtesting and trading bot, which accounts for limit orders, queue positions, and latencies, utilizing full tick data for trades and order books(Level-2 and Level-3), with real-world crypto trading examples for Binance and Bybit
Open-source Rust framework for building event-driven live-trading & backtesting systems
Rust library for quantitative finance.
Financial maths library for risk-neutral pricing and risk
Open source math and physics engine that executes MATLAB-syntax code. Features a modern compiler, automatic GPU acceleration for large calculations, and support for math on geometry / FEA calculations.
Aggregate trade data into user-defined candles using information driven rules
High performance, low-latency backtesting engine for testing quantitative trading strategies on historical and live data in Rust
Leveraged Futures Exchange for Simulated Trading
Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.
A rust library for financial data analysis
Excel Addin for Haskell
Rust crate of validated, decimal-precise trading building blocks: price types, L2 order book, tick-to-OHLCV aggregation, hundreds of streaming indicators, position ledger, risk rules, Black-Scholes Greeks and a walk-forward backtester. On crates.io.
Rust streaming primitives for real-time market data: exchange tick normalization (Binance, Coinbase, Alpaca, Polygon), WebSocket reconnect, lock-free SPSC ring buffer, OHLCV bars, order books, feed health and microstructure analytics (OFI, VPIN). On crates.io.