Learn Rust. Build quant systems.
A complete interactive path from first println! to Black-Scholes, Monte Carlo, VaR, and production-minded pricing engines — with live code you run in the browser.
Run real Rust
Monaco editor + Rust Playground compiler. Type, run, iterate — no local install required for lessons.
Beginner to pro path
Ownership, interview DS (maps, sets, heaps, stdin), traits, concurrency — then BS, MC, and risk.
std + library mindset
Master the standard library online; learn the crates quants use offline (serde, rayon, ndarray…).
Quant finance focus
Not toy examples only — returns, Greeks, order books, portfolios, VaR, and a pricing-engine capstone.
Easy on the eyes
Warm off-white light mode and soft dark mode. Designed for long study sessions.
Progress that sticks
Mark lessons complete in your browser. Pick up where you left off anytime.
Curriculum
Thirteen modules with guided submodules — foundations, interview data structures, then quant systems.
Rust Foundations
BeginnerFrom zero to comfortable: mental model, printing, variables, types, functions, and control flow — with finance-flavored examples at every step.
3 submodules · 10 lessons · 3h 28m
Ownership & Borrowing
BeginnerThe heart of Rust: moves, Clone/Copy, references, the borrow checker, and slices for market data windows.
3 submodules · 9 lessons · 3h 11m
Structs, Enums & Pattern Matching
BeginnerModel orders, sides, and option-like states with structs, enums, match, Option, and Result — hand-held with many finance examples.
3 submodules · 9 lessons · 3h 13m
Data Structures for Interviews
IntermediateInterview toolkit in proper order: arrays/Vec, stdin parsing, HashMap ops, sets, sorting, stack/queue/deque, priority queues, and classic patterns.
8 submodules · 23 lessons · 7h 56m
Collections & the Standard Library
IntermediateVec, HashMap, BTreeMap, iterators, and std tools — daily drivers for series, portfolios, and books.
3 submodules · 8 lessons · 2h 42m
Error Handling, Traits & Generics
IntermediateProduction-minded errors, traits, generics, and lifetime intuition for quant APIs.
3 submodules · 8 lessons · 2h 45m
Concurrency & Performance
AdvancedThreads, channels, Mutex/Arc, and a performance mindset for parallel Monte Carlo-style work.
3 submodules · 7 lessons · 2h 18m
Rust Ecosystem for Quants
AdvancedCargo modules, key crates map, data shapes, and testing discipline — what to use offline vs playground.
3 submodules · 7 lessons · 2h 3m
Quant Math Foundations
QuantReturns, volatility, covariance, correlation, RNG, and normals — pure Rust building blocks for pricing and risk.
3 submodules · 8 lessons · 2h 55m
Derivatives Pricing in Rust
QuantNormal CDF, Black-Scholes, Greeks, and binomial trees — step-by-step with checks.
3 submodules · 7 lessons · 2h 47m
Monte Carlo Methods
QuantGBM paths, European MC pricing, standard errors, antithetics — hand-held from first path to confidence intervals.
3 submodules · 7 lessons · 2h 32m
Portfolio Construction & Risk
QuantMarks, PnL, historical VaR/ES, and two-asset mean-variance — practical risk toolkit in Rust.
3 submodules · 7 lessons · 2h 23m
Pro Systems & Capstone
QuantOrder books, pricing-engine patterns, architecture notes, and a final checklist to go pro.
3 submodules · 7 lessons · 2h 27m
Ready to write safer, faster finance code?
Start with Hello World, finish with a multi-leg options book priced in pure Rust.
Lesson 1 — Why Rust for Finance?