msyrs

A Rust implementation of the Macrosynergy Python Package.

Build and install the Python package

Install Cargo:

curl https://sh.rustup.rs -sSf | sh

Create a virtual environment:

python -m venv .venv

# source .venv/bin/activate
./.venv/Scripts/activate
pip install uv
uv pip install maturin jupyter notebook
uv pip install .

# alternatively, directly use maturin:
# maturin develop --release

Install from uv + Git (if authenticated):

uv pip install git+https://github.com/Magnus167/msyrs@main

Status

• Download

  • Pending: Optimize thread pool

• Utils

  • QDF
    • Read QDF
    • Reduce DF
    • Update DF
    • Get Blacklist
    • Apply Blacklist

• Panel

  • Historic Volatility
  • Linear Composites
  • Make Relative Value
  • Imputers
  • Panel Calculator !?!