avhz/RustQuant

Health v2 · maintenance only

Adoption not part of the score

1812 stars · 209 forks observed · 2026-08-28

What it is AI-extracted, prompt v1, taxonomy v1, 2026-08-30, confidence not recorded

RustQuant is a Rust library for quantitative finance, offering modules for option pricing, stochastic processes, autodiff, statistics, and financial data handling. It aims to be an open-source alternative to QuantLib written in Rust.

Use cases

• price options in rust
• simulate stochastic processes like brownian motion
• compute gradients of pricing functions with automatic differentiation
• download and parse yahoo finance data
• fit yield curves and term structures
• run monte carlo simulations for derivatives
• statistical regression and distributions for finance

When to choose

• you need a Rust-native quant finance toolkit instead of QuantLib or C++ libraries
• you want option pricing, stochastic calculus, and AAD in one crate
• you are building trading or risk analytics tooling in Rust

When to avoid

• you need battle-tested production pricing libraries with long audit history
• you need a full GUI or trading platform rather than a library
• you require exotic instruments not yet implemented in the crate

Facets

library · maturity active

math machine-learning data-science trading fintech mathematics machine-learning data-science rust quantitative-finance option-pricing stochastic-processes monte-carlo autodiff statistics regression quantlib

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markdown · JSON · MCP: product_card(name="avhz/RustQuant")