Rust
for Quant Finance
High-Speed Trading & Optimization in 2025
Hayden Van Der Post (Author), Alice Schwartz (Editor)
creator
text
bibliography
nju
Reactive Publishing
2025
2008
monographic
eng
533 p. : ill. ;
Discover the future of algorithmic trading with Rust for Quant Finance: High-Speed Trading & Optimization in 2025 — your definitive guide to building lightning-fast, memory-safe trading systems with one of the most powerful emerging languages in finance.
As traditional languages like Python and C++ begin to show their limits in latency-sensitive environments, Rust is rapidly becoming the go-to for quants and financial engineers seeking superior performance without compromising safety or reliability. This book is your tactical advantage.
Inside, you’ll learn:
How to harness Rust's performance for backtesting, strategy execution, and risk modeling
Techniques to optimize real-time market data pipelines and order execution logic
Memory-safe concurrency for multi-threaded trading systems
FFI integration: bridging Rust with legacy codebases (Python, C++)
Practical examples: building a trading engine, calculating indicators, and performing Monte Carlo simulations
Deployment-ready codebases for 2025’s trading stack
Whether you're a quant developer looking to upgrade your infrastructure or a Python algo trader chasing microsecond advantage, this book positions you on the bleeding edge of financial system design.
Hayden Van Der Post (Author), Alice Schwartz (Editor)
Investments
Data processing
Futures
Data processing
Options (Finance)
Techniques to optimize real-time market data pipelines and order execution logic
HG4515 ,R878 2025
332.64/5
9798319252982
9798319252982
2007038106
DLC
070917
20260304102907.0
15010278