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README.md

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

  • Utils

    • Reduce DF
    • Reduce DF by ticker
    • Apply Blacklist
    • Get Blacklist
    • Apply Slip

  • Panel

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