Finance with Rust: The Quantitative Trading Playbook: Build Algorithmic Strategies, Backtests, and Risk Models for Modern Markets (Rust for Finance & . for Finance, Data Science & High-Performance)

Crossley, Ethan

ISBN 13: 9798265657107

Published by Independently published, 2025

About this Item

Print on Demand.

Seller Inventory # I-9798265657107

Bibliographic Details

• Title: Finance with Rust: The Quantitative Trading Playbook: Build Algorithmic Strategies, Backtests, and Risk Models for Modern Markets (Rust for Finance & . for Finance, Data Science & High-Performance)
• Publisher: Independently published
• Publication Date: 2025
• Language: English
• ISBN 13: 9798265657107
• Binding: Soft cover
• Condition: New

About this title

Synopsis

Reactive Publishing

The Future of Quant Trading Runs on Rust. Are You Ready?

Algorithmic trading is no longer the domain of big hedge funds, it’s a competitive edge that anyone can master with the right tools. Finance with Rust: The Quantitative Trading Playbook shows you how to combine Rust’s blazing performance with modern quantitative finance techniques to build powerful, production-grade trading systems.

Inside, you’ll learn how to:

• Develop algorithmic strategies with precision and speed using Rust

• Backtest with confidence, designing reproducible experiments for robust results

• Build risk models and portfolio optimizers that scale to real-world market conditions

• Integrate Rust with Python workflows for data ingestion, preprocessing, and visualization

• Deploy high-performance trading engines that minimize latency and maximize reliability

This playbook isn’t just about code, it’s about designing profitable, systematic approaches to modern markets. Whether you’re an independent trader, quant developer, or finance professional, you’ll gain the skills to go from idea to execution with unmatched efficiency.