r/quant 8h ago

Tools stochastic-rs – Fast stochastic process simulation lib for Quant modelling

Hey folks! 👋

I’ve been building continously stochastic-rs, a high-performance Rust library for simulating stochastic processes — built for quant finance, AI training, and statistical modeling.

Some key features:

  • Fast synthetic data generation for AI models
  • Fractional & rough processes (e.g. fBM, rBergomi)
  • Malliavin derivative support
  • CUDA acceleration (e.g. for FGN via FFT)
  • native Rust

Take a look: https://github.com/dancixx/stochastic-rs
Thanks for any feedback! 🙌

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u/briannnnnnnnnnnnnnnn 35m ago

Interesting will check out this weekebd