stochastic-rs

Tutorials

End-to-end walkthroughs — Heston calibration, fBm Hurst estimation, vol-surface from quotes, AI surrogate training, pairs, risk, execution, interop.

Tutorials

Long-form, end-to-end walkthroughs. Each tutorial builds one concrete artefact (a calibrated model, a vol surface, a backtested signal) from scratch, with full code in both Rust and Python.

Planned tutorials

TutorialWhat you build
Heston calibrationFit Heston to a market vol surface, generate Greeks
fBm Hurst estimationSimulate fBM, recover H via Fukasawa
Vol surface from quotesOTM quotes → IV grid → SVI/SSVI fit → arbitrage check
AI surrogate trainingTrain a Heston NN surrogate from scratch
Pairs tradingCointegration test → hedge ratio → z-score signal
Risk pipelineVaR / CVaR / drawdown over a portfolio
Microstructure executionAlmgren-Chriss optimal execution on a synthetic LOB
Python interopnumpy → stochastic_rs → numpy round-trip in a notebook

The tutorials are filled in incrementally. While they land, use the Quickstart plus the per-section example blocks under Processes, Distributions, Stats, and Quant.

Format

Each tutorial follows a consistent structure:

  1. What you'll build — a screenshot or a representative numerical output up front, so you know if the tutorial is for you.
  2. Prerequisites — sub-crates, Cargo features, Python packages.
  3. Setup — the boilerplate.
  4. Steps 1 … N — each ≤ 30 lines of code, with prose explaining the why.
  5. Result — numerical output, plot, or both.
  6. Where to go next — three cross-links into the catalog.

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