avhz

Quant Finance | Rust | R | Python

@RustQuant Austria

Pinned Repositories

awesome-quant
A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)
Language:Python4 2 00
calenda-rs
A Rust library for global calendars.
Language:Rust43
every-programmer-should-know
A collection of (mostly) technical things every software developer should know about
1 1 00
FastAmericanOptionPricing
Fast American option pricing using spectral collocation method based on integral form. An independent Crank Nicolson method is included for comparison.
Language:Python2 1 00
FinancePy
A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and credit derivatives.
Language:Jupyter Notebook1 0 00
QuantMath
Financial maths library for risk-neutral pricing and risk
Language:Rust1 1 00
RustQuant
Rust library for quantitative finance.
Language:Rust1.2k 30 125137
simple
Complex number implementation in Rust.
Language:Rust1 2 01
TheAlgorithms-Rust
All Algorithms implemented in Rust
Language:Rust1 1 00
yahoo_finance_api
Simple wrapper to yahoo! finance API to retrieve latest quotes and end-of-day quote histories
Language:Rust1 1 00

avhz/every-programmer-should-know
A collection of (mostly) technical things every software developer should know about
1 1 00
avhz/QuantMath
Financial maths library for risk-neutral pricing and risk
Language:Rust1 1 00
avhz/TheAlgorithms-Rust
All Algorithms implemented in Rust
Language:Rust1 1 00
avhz/yahoo_finance_api
Simple wrapper to yahoo! finance API to retrieve latest quotes and end-of-day quote histories
Language:Rust1 1 00
avhz/.gitignore
.gitignore templates.
00
avhz/barter-rs
Open-source Rust framework for building event-driven live-trading & backtesting systems
Language:Rust0 1 00
avhz/how-to-exit-vim
Below are some simple methods for exiting vim.
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avhz/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
avhz/micrograd
A tiny scalar-valued autograd engine and a neural net library on top of it with PyTorch-like API
Language:Jupyter Notebook1 0
avhz/QuantLib
The QuantLib C++ library
avhz/rough_bergomi
A Python implementation of the rough Bergomi model.
avhz/TheAlgorithms-R
Collection of various algorithms implemented in R.
avhz/this-week-in-rust
Data for this-week-in-rust.org
Language:HTML1 0
avhz/tui-rs
Build terminal user interfaces and dashboards using Rust
Language:Rust1 0