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-# Awesome Quant
+# Awesome Quant
 
 A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance).
 
@@ -572,6 +572,9 @@ date conversion, scaling factor values, and filtering by the specified date.
 - [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.
 - [RustQuant](https://github.com/avhz/RustQuant) - Quantitative finance library written in Rust.
+- [fin-primitives](https://github.com/Mattbusel/fin-primitives) - Financial market primitives in Rust: Price/Quantity/Symbol newtypes, BTreeMap order book, OHLCV aggregation, SMA/EMA/RSI indicators, position ledger with PnL, and composable risk monitor.
+- [fin-stream](https://github.com/Mattbusel/fin-stream) - Real-time market data streaming in Rust: lock-free SPSC ring buffer, 100K+ ticks/second ingestion, multi-timeframe OHLCV construction, and Lorentz transforms on financial time series.
+- [Special-Relativity-in-Financial-Modeling](https://github.com/Mattbusel/Special-Relativity-in-Financial-Modeling) - C++20 implementation of special-relativistic geometry applied to OHLCV data: Lorentz factors, spacetime intervals, Christoffel symbols, and geodesic deviation signals from live market data. DOI: 10.5281/zenodo.18639919
 - [finalytics](https://github.com/Nnamdi-sys/finalytics) - A rust library for financial data analysis.
 - [RunMat](https://github.com/runmat-org/runmat) - Rust runtime for MATLAB-syntax array math with automatic CPU/GPU execution and fused kernels for quant simulations.