RustQuant

Hey Rustaceans and quant enthusiasts, I’d like to introduce my library, stochastic-rs: https://github.com/dancixx/stochastic-rs, which focuses on the simulation and analysis of stochastic processes. This project started as part of my PhD work, and it covers topics like Malliavin calculus, rough fractional stochastic processes, and high-performance data generation for AI training in market finance. While the initial focus was around market finance applications, my long-term goal is to build a more general quant library in Rust. There is already an excellent library RustQuant: https://github.com/avhz/RustQuant. you’ll notice some overlap in the quant-focused areas, but stochastic-rs introduces some features that haven’t been covered there (or only partially). So I would say this not “yet another quant library”, just it has a different focus

Hi all, just posting as I would love to get some feedback/contributions on my project `RustQuant` which is available at: - https://crates.io/crates/RustQuant - https://github.com/avhz/RustQuant . It's currently just a spare-time project and I'd love any criticisms and/or suggestions. Some features include: - reverse mode automatic (algorithmic) differentiation. - numerical integrator (double exponential aka. tanh-sinh). - option pricing (closed-form, Monte-Carlo). - stochastic process generators. - gradient descent. - Yahoo! Finance data downloading into Polars DataFrames. - Some basic statistical distribution functions. It's early stages and I hope to add more features soon.