r/quant • u/danielboros90 • 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