#quantitative-finance #statistics #simulation #artificial-intelligence #stochastic-processes #quant-finance

bin+lib stochastic-rs

A Rust library for quant finance and simulating stochastic processes

56 releases (12 breaking)

new 0.13.3 Apr 12, 2025
0.13.0 Mar 14, 2025
0.11.0 Oct 28, 2024
0.6.3 Jul 30, 2024
0.1.1 May 28, 2023

#358 in Finance

Download history 13/week @ 2024-12-21 7/week @ 2024-12-28 9/week @ 2025-01-04 5/week @ 2025-01-11 3/week @ 2025-02-01 5/week @ 2025-02-08 121/week @ 2025-02-15 36/week @ 2025-02-22 168/week @ 2025-03-01 69/week @ 2025-03-08 67/week @ 2025-03-15 8/week @ 2025-03-22 1/week @ 2025-03-29 100/week @ 2025-04-05

237 downloads per month
Used in stochastic-rs-stats

MIT and GPL-3.0 licenses

9.5MB
12K SLoC

Contains (Windows DLL, 1MB) src/stochastic/cuda/fgn_windows/fgn.dll, (DOS exe, 1MB) src/stochastic/cuda/fgn_linux/libfgn.so, (static library, 2KB) src/stochastic/cuda/fgn_linux/libfgn.lib, (static library, 2KB) src/stochastic/cuda/fgn_windows/fgn.lib

Build Workflow Crates.io License codecov FOSSA Status

stochastic-rs

stochastic-rs is a high-performance Rust library for simulating and analyzing stochastic processes. Designed for applications in quantitative finance, AI training, and statistical modeling, it provides efficient tools to generate synthetic data and analyze complex stochastic systems.

Installation

Add stochastic-rs to your Cargo.toml:

[dependencies]
stochastic-rs = "0.x.0"

Ensure you have Rust installed. Visit rust-lang.org for setup instructions.

Contributing

Contributions are welcome! Whether it's bug reports, feature suggestions, or documentation improvements, your help is appreciated. Open an issue or start a discussion on GitHub.

License

Licensed under the MIT License. See the LICENSE file for details.

Contact

For discussions, issues, or suggestions, feel free to open a GitHub issue or reach out at [dancixx@gmail.com].


Note: This library is in active development and may introduce breaking changes as it evolves. Feedback is encouraged!

Dependencies

~130MB
~2M SLoC