quant_marketstat_ws

Crates.ioquant_marketstat_ws
lib.rsquant_marketstat_ws
version0.1.4
created_at2025-04-06 13:35:55.625229+00
updated_at2025-04-10 19:39:09.896021+00
descriptionA Rust-based CLI app for quantitative financial analysis (VWAP, STD, etc)
homepage
repositoryhttps://github.com/willysajbeni/quant_marketstat_ws
max_upload_size
id1622913
size38,384
Willy Sajbeni (willySajbeni)

documentation

README

🦀📊 MarketStat — High-Performance Financial Stats Engine in Rust

MarketStat (a.k.a. quant_marketstat_ws) is a blazing-fast, quantitative financial analytics CLI engine, crafted in Rust by Willy Sajbeni.

Ideal for traders, quants, and data scientists who need low-latency, high-integrity insights extracted from price/volume data.

Quick Install & Run (Requires Rust)

cargo install quant_marketstat_ws
quant_marketstat_ws

Features

  • ✔️ Arithmetic Mean
  • ✔️ VWAP (Volume Weighted Average Price)
  • ✔️ VWAP Group (Bid/Ask average)
  • ✔️ Variance (Sample & Population)
  • ✔️ Standard Deviation (STD)
  • ✔️ VWAP Variance & VWAP STD
  • ✔️ Group VWAP Variance & STD
  • ✔️ Profit & Loss Calculation (P&L Summary)
  • 📈 Global Summary with human-readable interpretations
  • 📂 CSV Data Import (Option 11)
  • 🦀 Built in pure Rust — fast, safe, and lightweight

CLI Menu Preview

Choose a function:
1 - Mean
2 - VWAP
3 - VWAP Group
4 - Variance
5 - STD
6 - VWAP Variance
7 - VWAP STD
8 - VWAP Group Variance
9 - VWAP Group STD
10 - Profit & Loss Calculation (P&L Summary)
11 - Full Market Stats Report (Global Summary)
12 - Load data from CSV (Bid, Ask, Volume)

CSV Format Example (for Option 11)

Your CSV file must follow this format:

Bid,Ask,Volume
10.5,11.0,1000
10.6,11.1,1500
10.4,10.9,1200

Instructions:

  • Save your file as data.csv

  • Place it in the same folder where you run cargo run

  • When prompted, just type:

    data.csv

  • You can type x to cancel if you change your mind

  • The system loops until a valid file is found

License

MIT License — built and maintained by Willy Sajbeni

Why Rust over Python?

Because speed, safety, and clarity matter.
This crab 🦀 just decapitated the snake 🐍 — with both claws!

Coming Soon

  • 📡 Yahoo Finance real-time fetch (optional)
  • 📊 Graphs and interactive charts via TUI
  • 📦 Binary executables (.exe, .app, ELF) for all platforms

Author

Developed with love and mathematical rigor by Willy Sajbeni
Follow on LinkedIn | GitHub

Quantitative AI & Algorithmic Research | Linux, Rust, Python & Mathematical Modeling for Quant Trading

Commit count: 16

cargo fmt