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Complex Model
In development Quant · Rust 2025A Rust + Python engine for stock simulation via RK4/Euler solvers and Monte Carlo volatility.
- Rust
- Python
- NumPy
- Pandas
- Matplotlib
- rustacuda
Overview
Complex Model is a numerical engine for simulating stock price movement. A Rust core implements differential-equation solvers (RK4, Euler) callable from Python for analysis, with Monte Carlo volatility simulation and CUDA-accelerated solvers on the roadmap to move from single-path fits to probabilistic forecasting.
Highlights
- Rust numerical core (RK4 / Euler solvers)
- Python analysis & metrics layer
- Scaling-coefficient calibration over time windows
- Monte Carlo volatility simulation (in progress)
- Planned CUDA-accelerated solvers