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818 B
818 B
msyrs
A Rust implementation of the Macrosynergy Python Package.
Status
-
Docs
- Building
- written?
-
Download
- OAuth workflow
- Heartbeat
- Get Catalogue
- Get Generic DQ Time Series
- Get JPMaQS Indicators (formatted as array)
- Get JPMaQS Indicators as Polars DataFrame
- Add QDF option
- Save to disk functionality
- Hacky iterative method
- Non-hacky way to save to disk
-
Utils
- Reduce DF
- Reduce DF by ticker
- Apply Blacklist
- Get Blacklist
- Apply Slip
-
Panel
- Historic Volatility
- Linear Composites
- Make Relative Value
- Imputers
- Panel Calculator !?!