stochastic-rs
High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration.
- quant
- quantitative-finance
- rust
- stochastic-processes
- malliavin-calculus
- black-scholes
- calibration
- copulas
- derivatives-pricing
- fixed-income
- monte-carlo
- option-pricing
- python
- risk-management
- stochastic-volatility
- Stars
- 191
- Forks
- 12
- + today
- +1
- Created
- 3y
Ranking data as of October 5, 2026 (UTC).
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Overview
High-performance quantitative finance in Rust and Python — 130+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration. It ranks #3252 on GitTiger, gaining +1 star on October 5, 2026 (UTC).
The project is written in Rust and has 12 forks. It was created 3y ago.
Installation
git clone https://github.com/rust-dd/stochastic-rs.git
cd stochastic-rs
# see README for setup