avhz Goto Github PK

.github

.gitignore

.gitignore templates.

argmin

Mathematical optimization in pure Rust

avhz.github.io

awesome-quant

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

awesome-rust

A curated list of Rust code and resources.

barter-rs

Open-source Rust framework for building event-driven live-trading & backtesting systems

burn

Burn is a new comprehensive dynamic Deep Learning Framework built using Rust with extreme flexibility, compute efficiency and portability as its primary goals.

calenda-rs

A Rust library for global calendars.

enzyme

High-performance automatic differentiation of LLVM and MLIR.

every-programmer-should-know

A collection of (mostly) technical things every software developer should know about

fastamericanoptionpricing

Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.

fastinversesquareroot

Quake III Fast Inverse Square Root in Rust.

how-to-exit-vim

Below are some simple methods for exiting vim.

i-love-rust-examples

Mostly a convoluted bunch of threads and skeleton code, but hopefully it helps people understand tokio, rayon, websocket, database pooling and async design

micrograd

A tiny scalar-valued autograd engine and a neural net library on top of it with PyTorch-like API

polars

Dataframes powered by a multithreaded, vectorized query engine, written in Rust

portable-simd

The testing ground for the future of portable SIMD in Rust

pyfeng

Python Financial ENGineering (PyFENG package in PyPI.org)

quantlib

The QuantLib C++ library

quantmath

Financial maths library for risk-neutral pricing and risk

rateslib

A fixed income library for pricing bonds and bond futures, and derivatives such as IRS, cross-currency and FX swaps. Contains tools for full Curveset construction with market standard optimisers and automatic differention (AD) and risk sensitivity calculations including delta and cross-gamma.

rough_bergomi

A Python implementation of the rough Bergomi model.

rstest

Fixture-based test framework for Rust

rustquant

Rust library for quantitative finance.

simple

Complex number implementation in Rust.

thealgorithms-r

Collection of various algorithms implemented in R.

thealgorithms-rust

All Algorithms implemented in Rust

thelinuxprogramminginterface

The Linux Programming Interface - Michael Kerrisk

this-week-in-rust

Data for this-week-in-rust.org