Standalone Rust IMC Prosperity 4 backtester
Comprehensive Rust library for backtesting trading strategies with Hyperliquid data, funding rates, and perpetual futures mechanics
High-performance backtesting engine for Neural Trader - vectorized calculations and event-driven simulation
Rust framework for developing, backtesting, and deploying Bitcoin futures trading strategies.
Deterministic Rust execution engine for trading backtests: limit-order book, portfolio simulation, metrics, risk checks, and Python bindings
Financial backesting library
A Rust library for quantitative finance, portfolio analysis, strategies, and backtesting.
RustyTrader is a Rust library for backtesting trading strategies. It is designed to be simple to use for a single stock or contracts.
High-performance, event-driven HFT backtesting engine. Supports tick data and strict spread simulation.
A comprehensive Rust library for trading, forecasting, and financial analysis
Rust implementation of QuantStats-style performance tear sheets with SVG charts and HTML reports.
A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model