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39 lines
847 B
Markdown
39 lines
847 B
Markdown
# msyrs
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A Rust implementation of the [Macrosynergy Python Package](https://github.com/macrosynergy/macrosynergy).
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## Running Notebook
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```bash
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cargo install evcxr_jupyter
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evcxr_jupyter --install
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pip install jupyterlab
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jupyter lab
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```
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Or try following this guide here: [DataCrayon - Setup Jupyter with Rust](https://datacrayon.com/data-analysis-with-rust-notebooks/setup-anaconda-jupyter-and-rust/)
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## Status
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- Download
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- [x] Get Catalogue
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- [x] Get Generic DQ Time Series
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- [x] Get JPMaQS Indicators as Polars DataFrame
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- [ ] Save to disk functionality
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- [x] Hacky iterative method
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- [ ] Non-hacky way to save to disk
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- Utils
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- [ ] Reduce DF
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- [ ] Apply Blacklist
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- [ ] Update DF
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- Panel
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- [ ] Historic Volatility
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- [ ] Linear Composites
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- [ ] Make Relative Value
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- [ ] Imputers
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- [ ] Panel Calculator !?!
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