avhz/RustQuant
Rust library for quantitative finance.
This library helps quantitative finance professionals perform complex calculations and model financial instruments. It takes in financial data like instrument details, market data, and cashflows, and outputs pricing, risk metrics, and model simulations. Quant developers and researchers will find this useful for building high-performance financial applications.
1,669 stars.
Use this if you are a quantitative analyst or developer needing to implement robust financial models and calculations, such as option pricing or portfolio analysis, with high performance.
Not ideal if you are looking for ready-to-use trading software or financial advice, as this is a foundational library for developers.
Stars
1,669
Forks
193
Language
Rust
License
Apache-2.0
Category
Last pushed
Jan 14, 2026
Commits (30d)
0
Get this data via API
curl "https://pt-edge.onrender.com/api/v1/quality/ml-frameworks/avhz/RustQuant"
Open to everyone — 100 requests/day, no key needed. Get a free key for 1,000/day.
Related frameworks
bbfamily/abu
阿布量化交易系统(股票,期权,期货,比特币,机器学习) 基于python的开源量化交易,量化投资架构
zvtvz/zvt
modular quant framework.
georgezouq/awesome-ai-in-finance
🔬 A curated list of awesome LLMs & deep learning strategies & tools in financial market.
mgroncki/IPythonScripts
Tutorials about Quantitative Finance in Python and QuantLib: Pricing, xVAs, Hedging, Portfolio...
microsoft/qlib
Qlib is an AI-oriented Quant investment platform that aims to use AI tech to empower Quant...