Can we support built-in "factor analysis"?

[uiosun]

Can we support built-in "factor analysis"?

[avhz]

Hi thanks for your interest in RustQuant !

What do you mean by tool ? This is usually a higher level time series analysis, which something like Python or R would probably be more suited for.
You could use Polars in Rust (or Python) to perform this analysis too.

What would you suggest this tool does for the end user ?

[uiosun]

Hi, I read more about compile time.

If I were analyzing the momentum factor, and every time I made a change, I had to wait a minute or more to compile it, I would crash ......

But if you analyze long cycles, the performance of Rust would be an advantage for a normal computer?

So now I'm agreeing with you about putting them in Python or R.

Or does Rust have a tool like Jupyter Notebook (I found https://github.com/evcxr/evcxr but haven't tried it yet)

[avhz]

Yes, Rust is a compiled language.
This is the reason I suggested an interpreted language like Python, R, Julia, etc. for your task.

I have not used that tool you mentioned, it may be good.
I would personally look at Polars or Pandas (in Python) for this sort of data analysis.