h5i-db: Point-in-Time Data for Backtests
Point-in-time data stops backtest look-ahead bias at the storage layer. How h5i-db versions every write, and what filing lag data says about stale history.
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QuantLib in Rust: libitofin, a Pre-1.0 Port
libitofin is a QuantLib port in Rust, reachable from Python through itofin. What a pricing library adds over a spreadsheet, and why to pin a tagged release.