magnus167/msyrs
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README.md

msyrs

A Rust implementation of the Macrosynergy Python Package.

Status

  • Download

    • Get Catalogue
    • Get Generic DQ Time Series
    • Get JPMaQS Indicators as Polars DataFrame
    • Save to disk functionality
      • Hacky iterative method
      • Non-hacky way to save to disk

  • Utils

    • Reduce DF
    • Apply Blacklist
    • Update DF

  • Panel

    • Historic Volatility
    • Linear Composites
    • Make Relative Value
    • Imputers
    • Panel Calculator !?!
Description
No description provided
Readme 4.4 MiB
Languages
Rust 97%
Python 1%
Shell 0.8%
PowerShell 0.6%
Dockerfile 0.6%