10 releases (6 breaking)
0.7.3 | Dec 7, 2023 |
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0.7.2 | Dec 7, 2023 |
0.6.0 | Dec 7, 2023 |
0.5.0 | Nov 13, 2023 |
0.1.1 | Oct 26, 2023 |
#7 in #quant
23 downloads per month
Used in 2 crates
155KB
4.5K
SLoC
brumby
Derivatives and multiples pricing for racing and sports.
lib.rs
:
A fast, allocation-free Monte Carlo model of a top-N podium finish in racing events. Derives probabilities for placing in arbitrary positions given only win probabilities. Also derives joint probability of multiple runners with arbitrary (exact and top-N) placings.
Dependencies
~14–27MB
~418K SLoC