From 5a50af867375670fda15da4ed8020ab4db30b7e7 Mon Sep 17 00:00:00 2001 From: MathisWellmann Date: Wed, 24 May 2023 11:02:59 +0000 Subject: [PATCH] Add three rust based quant crates --- README.md | 3 +++ 1 file changed, 3 insertions(+) diff --git a/README.md b/README.md index 4fe08d8..e0cf0f4 100644 --- a/README.md +++ b/README.md @@ -450,6 +450,9 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [QuantMath](https://github.com/MarcusRainbow/QuantMath) - Financial maths library for risk-neutral pricing and risk - [Barter](https://github.com/barter-rs/barter-rs) - Open-source Rust framework for building event-driven live-trading & backtesting systems +- [LFEST](https://github.com/MathisWellmann/lfest-rs) - Simulated perpetual futures exchange to trade your strategy against. +- [TradeAggregation](https://github.com/MathisWellmann/trade_aggregation-rs) - Aggregate trades into user-defined candles using information driven rules. +- [SlidingFeatures](https://github.com/MathisWellmann/sliding_features-rs) - Chainable tree-like sliding windows for signal processing and technical analysis. ## Reproducing Works, Training & Books