{"repo":"avhz/RustQuant","free":true,"listed":false,"github":"https://github.com/avhz/RustQuant","clone":"git clone https://github.com/avhz/RustQuant.git","description":"Rust library for quantitative finance.","language":"Rust","stars":1794,"topics":["finance","math","mathematics","quantitative-finance","rust","rust-lang","quantlib","machine-learning","option-pricing","regression"],"license":"Apache-2.0","category":"trading","readme_excerpt":"A Rust library for quantitative finance. :dart: If you are an experienced quant developer in any language and would like to help out, feel free to contact me! Email Discord Latest Changes :----------------------------: :-------------------------------: :---------------------------: Changelog Modules Module Description -------- ------------- autodiff Algorithmic adjoint differentiation (AAD) for efficiently computing gradients of scalar output functions $f: \\mathbb{R}^n \\rightarrow \\mathbb{R}$. cashflows Implementations for Cashflows and Quotes , and similar types. data Data types that can be used for pricing and similar tasks (curves, term-structures, surfaces, etc). Methods for reading and writing data from/to various sources (CSV, JSON, Parquet). Can also download data from Yahoo! Finance. error RustQuant error handling module. instruments Implementations for financial instruments like Bonds , Options , and Money , including their pricing. Future additions will include swaps, futures, CDSs, etc. iso A few ISO code implementations: ISO-4217 (currency codes), ISO-3166 (country codes), ISO-10383 (market identifier codes). math Statistical distributions and their related functions (PDF, CDF, CF, etc), Fast Fourier Transform (FFT), numerical integration (double-exponential quadrature), optimisation/root-finding (gradient descent, Newton-Raphson), and risk-reward metrics. Also some sequence methods such as linspace and cumsum . ml Currently only linear and logistic regression, al","default_branch":null,"files":null,"tree":[],"storefront":"/r/avhz","claimed":false,"request_supported":{"post":"https://gitbuyer.com/r/avhz/RustQuant/request-supported","requests":0},"note":"indexed from public GitHub; nothing is for sale on this page. Clone it from GitHub. Paid listings live at /search."}