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.
- ⚙️ 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
| 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.
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.
pip install zzignal
# or latest development version
pip install git+https://github.com/compascafe/zzignal.git