Study note
avhz/RustQuant: Rust library for quantitative finance.
Properties
- Type
- Blogs
- Status
- 待读
- Domain
- Quant
- Category
- 量化交易、算法交易与机器学习
- Source
- github.com
- Vault note
library/articles/quant/avhz-RustQuant-Rust-library-for-quantitative-finance.-4ae668d3b76e8144.md
Summary
RustQuant 是 Rust 量化金融库，面向金融数学、随机过程、期权定价、数值方法和相关量化计算。
Highlights
适合把 QuantLib/Python 量化知识迁移到 Rust 生态，重点看 API 设计和数值稳定性。
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