Sajbeni Quant Company

🦀📊 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

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
📈 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 - Full Market Stats Report (Global Summary)
  11 - Load data from CSV (Bid, Ask, Volume)

📊 CSV Format Example (for Option 11)

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