I’d like to introduce my library, stochastic-rs: https://github.com/dancixx/stochastic-rs, which focuses on the simulation and analysis of stochastic processes. This project started as part of my PhD work, and it covers topics like Malliavin calculus, rough fractional stochastic processes, and high-performance data generation for AI training in market finance. While the initial focus was around market finance applications, my long-term goal is to build a more general quant library in Rust.

There is already an excellent library RustQuant: https://github.com/avhz/RustQuant. you’ll notice some overlap in the quant-focused areas, but stochastic-rs introduces some features that haven’t been covered there (or only partially). So I would say this not “yet another quant library”, just it has a different focus.

This is in early stage but I’m always eager for feedbacks—whether it’s on potential improvements, use cases, or contributions! Feel free to check it out and let me know what you think.