🦀 ZZignal — Rust Quant Engine
ZZignal is an open-source quantitative finance engine written in Rust, with seamless Python bindings via PyO3.
It combines speed, safety, and clarity for research, trading, and education.
🚀 Features
- ⚙️ Monte Carlo Simulation for option pricing (fast Rust core)
- 💰 European Options Module — payoffs, Greeks, analytics
- 📈 Future: Volatility Surfaces · Stochastic Models · Risk Metrics
- 🧠 Python Integration — ready for Jupyter / Colab
- 📚 Learning / Examples — practical notebooks for quants & students
🧭 Roadmap
| Milestone | Feature | Status |
|---|---|---|
| v0.1.x | Core Monte Carlo Engine | 🧩 In Progress |
| v0.2.x | Options Module (Greeks · Payoff API) | 🧩 In Progress |
| v0.3.x | Volatility Models (Local / Heston) | 🔜 Planned |
| v0.4.x | Portfolio Simulation & Risk Metrics | 🔜 Planned |
| v1.0.0 | Docs & Full Quant Engine Release | 🔜 Future |
See ROADMAP.md for details.
🧑💻 Contributing
Contributions are welcome!
You can help by adding features, improving docs, or sharing examples.
- Fork the repo and create a branch
- Write clean Rust or Python code
- Expose functions with
#[pyfunction] - Add examples in
/examples - Open a PR with a short description
👉 See CONTRIBUTING.md for guidelines.
🧰 Installation
pip install zzignal
# or latest development version
pip install git+https://github.com/compascafe/zzignal.git
1 maintainer
Release files for zzignal 0.1.21
For a detailed explanation of source distributions (sdists) and built distributions (wheels), please see the package formats documentation.
Built distributions (wheels)
| File | Interpreter | ABI | Platform | Reset |
|---|---|---|---|---|
| zzignal-0.1.21-cp312-cp312-manylinux_2_34_x86_64.whl | CPython 3.12 | CPython 3.12 | Linux glibc 2.34+ x86-64 | Details |
| zzignal-0.1.21-cp311-cp311-manylinux_2_34_x86_64.whl | CPython 3.11 | CPython 3.11 | Linux glibc 2.34+ x86-64 | Details |
| zzignal-0.1.21-cp310-cp310-manylinux_2_34_x86_64.whl | CPython 3.10 | CPython 3.10 | Linux glibc 2.34+ x86-64 | Details |
Total release size: 859.7 kB
Release files / zzignal-0.1.21-cp312-cp312-manylinux_2_34_x86_64.whl
| Download URL | zzignal-0.1.21-cp312-cp312-manylinux_2_34_x86_64.whl |
|---|---|
| Size | 286.4 kB |
| Tags | CPython 3.12 Linux glibc 2.34+ x86-64 |
|
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| Upload date | |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.10.2
|
Release files / zzignal-0.1.21-cp311-cp311-manylinux_2_34_x86_64.whl
| Download URL | zzignal-0.1.21-cp311-cp311-manylinux_2_34_x86_64.whl |
|---|---|
| Size | 286.7 kB |
| Tags | CPython 3.11 Linux glibc 2.34+ x86-64 |
|
SHA-256 checksum How to use checksums |
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No |
| Uploaded via |
maturin/1.10.2
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Release files / zzignal-0.1.21-cp310-cp310-manylinux_2_34_x86_64.whl
| Download URL | zzignal-0.1.21-cp310-cp310-manylinux_2_34_x86_64.whl |
|---|---|
| Size | 286.7 kB |
| Tags | CPython 3.10 Linux glibc 2.34+ x86-64 |
|
SHA-256 checksum How to use checksums |
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BLAKE2b-256 checksum How to use checksums |
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Uploaded using Trusted Publishing? What is trusted publishing? |
No |
| Uploaded via |
maturin/1.10.2
|
