msyrs

A Rust implementation of the Macrosynergy Python Package.

Running Notebook

cargo install evcxr_jupyter
evcxr_jupyter --install
pip install jupyterlab
jupyter lab

Or try following this guide here: DataCrayon - Setup Jupyter with Rust

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 !?!