Pinned Repositories
awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
calenda-rs
A Rust library for global calendars.
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.
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
QuantMath
Financial maths library for risk-neutral pricing and risk
RustQuant
Rust library for quantitative finance.
simple
Complex number implementation in Rust.
TheAlgorithms-Rust
All Algorithms implemented in Rust
yahoo_finance_api
Simple wrapper to yahoo! finance API to retrieve latest quotes and end-of-day quote histories
avhz's Repositories
avhz/RustQuant
Rust library for quantitative finance.
avhz/calenda-rs
A Rust library for global calendars.
avhz/FastAmericanOptionPricing
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
avhz/avhz
avhz/docker-compose-minimal-example
Minimal Docker Compose example.
avhz/FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
avhz/simple
Complex number implementation in Rust.
avhz/.github
avhz/argmin
Mathematical optimization in pure Rust
avhz/avhz.github.io
avhz/arrow-odbc
Fill Apache Arrow record batches from an ODBC data source in Rust.
avhz/burn
Burn is a new comprehensive dynamic Deep Learning Framework built using Rust with extreme flexibility, compute efficiency and portability as its primary goals.
avhz/data-benchmarks
Various benchmarks for common data operations.
avhz/databento-python
The official Python client library for Databento
avhz/extendr
R extension library for rust designed to be familiar to R users.
avhz/FastInverseSquareRoot
Quake III Fast Inverse Square Root in Rust.
avhz/gad
Generic Automatic Differentiation library for Rust (aka "autograd")
avhz/go-hdb
SAP HANA Database Client for Go
avhz/ndarray
ndarray: an N-dimensional array with array views, multidimensional slicing, and efficient operations
avhz/polars
Dataframes powered by a multithreaded, vectorized query engine, written in Rust
avhz/portable-simd
The testing ground for the future of portable SIMD in Rust
avhz/PyFENG
Python Financial ENGineering (PyFENG package in PyPI.org)
avhz/pyo3
Rust bindings for the Python interpreter
avhz/r-source
Read-only mirror of R source code from https://svn.r-project.org/R/, updated hourly. See the build instructions on the wiki page.
avhz/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.
avhz/rstest
Fixture-based test framework for Rust
avhz/statrs
Statistical computation library for Rust
avhz/TheLinuxProgrammingInterface
The Linux Programming Interface - Michael Kerrisk
avhz/time
The most used Rust library for date and time handling.
avhz/timestamp9
Nanosecond precision timestamp type for Postgres