High-throughput, Rust-accelerated temporal join engine for quantitative finance ML pipelines. Engineered via PyO3 to eliminate look-ahead bias and accelerate point-in-time feature generation on massive time-series market datasets
high-performance-computing market-data quantitative-finance feature-engineering high-throughput time-series-analysis point-in-time apache-arrow mlops pyo3 data-leakage time-series-data ml-pipelines pandas-alternative quant-finance temporal-join rust-extensions
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Updated
Mar 12, 2026 - Python