# QuantWave
**High-performance quantitative finance library**
Built in Rust · Native Polars support · 150+ indicators · Full Ehlers DSP suite
**Python** `pip install quantwave`
**Rust** `cargo add quantwave`
[📖 Full Documentation](https://lavs9.github.io/quantwave/)
[⭐ GitHub](https://github.com/lavs9/quantwave)
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## Purpose of Our Work
Most quant libraries force you to choose between **speed** and **ease of use**.
We built QuantWave to give you both.
- **150+ technical indicators** with perfect TA-Lib parity
- **Complete Ehlers Digital Signal Processing suite** (the most advanced open-source cycle tools)
- **Zero-copy Polars expressions** that run at Rust speed
- **Seamless batch + streaming modes**
- **Future-proof architecture** (Options Greeks, risk metrics, etc. coming soon)
**One library. Research to production. No compromises.**
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## Quickstart (Python)
```bash
pip install quantwave
```
```python
import polars as pl
from quantwave import ta
df = pl.read_parquet("ohlcv.parquet")
df = df.with_columns(
ta.rsi("close", 14).alias("rsi"),
ta.mama("close").alias("mama"),
)
```
[Full examples → Documentation](https://lavs9.github.io/quantwave/examples/batch-streaming/)
## Features
- **Lightning fast** – Rust core with Polars native expressions.
- **Battle-tested** – Every indicator validated against reference implementations.
- **Modern** – Works perfectly in Jupyter, scripts, and live trading systems.
- **MIT licensed** – Free for commercial and personal use.
## Next Steps
- [Full Python Guide](https://lavs9.github.io/quantwave/getting-started/python/)
- [Rust Guide](https://lavs9.github.io/quantwave/getting-started/rust/)
- [Options Greeks & Pricing (roadmap)](https://lavs9.github.io/quantwave/purpose/)
Made with ❤️ for the quant community.