avhz/RustQuant
Rust library for quantitative finance.
Repository profile
Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.
Repository updates
Get generated MathisWellmann/sliding_features-rs development summaries by email, or follow the weekly and monthly RSS feeds.
Sign in to subscribe by email. RSS feeds are public.
Sign in to subscribeTracked growth, recent movement, and commit velocity from stored repository snapshots.
Latest capture 2026-07-21 03:07
3 captures since 2026-06-19
Stars from baseline +2
All tracked data
Frameworks, package managers, ecosystems, and dependency manifests found during catalog scans.
Scanned 2026-07-21 03:07
Cargo.toml
rust ecosystem,
9 dependencies
Cargo.lock
rust ecosystem,
173 dependencies
Searchable topics, generated tags, and stack labels that explain where this repository fits.
Agent instructions and tool configuration paths found in the repository tree.
Nearest indexed repositories by embedding similarity.
Rust library for quantitative finance.
Leveraged Futures Exchange for Simulated Trading
add some slide effects.
A lightweight single-header cross-platform library for general windowing
🤖 Self-hosted AI trading signals - 5 swappable strategy presets (Classic, HMM, regime-aware, VWAP+EMA+BB, Full-Risk Pipline), multi-preset backtest comparison, paper trading, Telegram bot. BTC, ETH, Gold, Forex. Free forever.
Financial market technical analysis & indicators in Julia