atelier_quant 0.0.12

Quantitative Finance Tools & Models for the atelier-rs engine
Documentation

atelier-quant

Inter-arrival Times Modeling

Fit

Loads parquet data, fits a univariate Hawkes process (MLE), compares against a Poisson benchmark, and writes a model artifact to disk. Core functionality provided by inter_fit.rs, and the config elements are in atelier-quant/configs/inter_fit.toml.

usage:

inter_fit --config configs/inter_fit.toml

Serve


atelier-quant is a member of the atelier-rs workspace, which has other published crates:

there are Github hosted artifacts:

and consider this for the Development cycle: