Rust for Quant Finance: Hayden Van Der Post (Author), Alice Schwartz (Editor) High-Speed Trading & Optimization in 2025/
Material type:
TextPublisher: Reactive Publishing 2025Description: 533 p. : illContent type: Media type: unmediated Carrier type: volumeISBN: 9798319252982; 9798319252982Subject(s): Investments -- Data processing | Futures -- Data processing | Options (Finance) -- Techniques to optimize real-time market data pipelines and order execution logic | Deployment-ready codebases for 2025’s trading stackDDC classification: 332.64/5 LOC classification: HG4515 ,R878 2025Summary: 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.
| Item type | Current library | Call number | Status | Date due | Barcode |
|---|---|---|---|---|---|
Books
|
Main Library | HG4515 .R878 2025 (Browse shelf (Opens below)) | Available | 51952000266358 | |
|
Books
|
Main Library | HG4515 .R878 2025 (Browse shelf (Opens below)) | Available | 51952000266099 |
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.
There are no comments on this title.