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Chainwalk
看期权头寸如何“呼吸”。
一个模拟器：让多腿期权头寸在随机市场中逐步前行，实时展示盈亏与十二个希腊字母的变化。每个价格都是买价或卖价，因此开仓即计入价差与佣金；每次运行都可复现、可分享。
- 同一市场序列上同时存在多个到期日与行权价
- 十种随机模型，从几何布朗运动到 Heston 与 GARCH
- 研究 API：基于数千条路径的蒙特卡洛报告
开源项目
全部 67 个仓库订单簿与撮合
OrderBook-rs （GitHub）
A high-performance, thread-safe limit order book implementation written in Rust. This project provides a comprehensive order matching engine designed for low-latency trading systems, with a focus on concurrent access patterns and lock-free data structures.
期权与衍生品
OptionStratLib （GitHub）
OptionStratLib is a comprehensive Rust library for options trading and strategy development across multiple asset classes.
做市与 DeFi
market-maker-rs （GitHub）
A Rust library implementing quantitative market making strategies, starting with the Avellaneda-Stoikov model. This library provides the mathematical foundations and domain models necessary for building automated market making systems for financial markets.