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No, it looks more like a Rust equivalent of libraries like ffn (financial functions for python) or many of the other ones listed here https://github.com/wilsonf
by mushufasa 3y ago
No, it looks more like a Rust equivalent of libraries like ffn (financial functions for python) or many of the other ones listed here https://github.com/wilsonfreitas/awesome-quant https://github.com/wilsonfreitas/awesome-quant
Using rust to do exploratory analysis in python seems like a misguided idea. But using rust to productize models that have performance and accuracy sensitivities, the things that C/C++ is still used for, indeed sounds like a good idea.
Most of the python libraries used in finance, like numpy/pandas, call out to C for performance reasons; the libraries are essentially python bindings + syntax to C functions. It would be interesting to think about replacing that backend with rust.
- pgwhalen 3y ago> Most of the python libraries used in finance, like numpy/pandas, call out to C for performance reasons; the libraries are essentially python bindings + syntax to C functions. It would be interesting to think about replacing that backend with rust. Lots of this going on already - check out projects like Polars and DataFusion.