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https://github.com/sebastienrousseau/nalufx

A Rust application for optimising cash allocation across complex fund structures using AI-driven predictions and suggestions. 🦀
https://github.com/sebastienrousseau/nalufx

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A Rust application for optimising cash allocation across complex fund structures using AI-driven predictions and suggestions. 🦀

Host: GitHub
URL: https://github.com/sebastienrousseau/nalufx
Owner: sebastienrousseau
License: apache-2.0
Created: 2024-06-01T09:02:40.000Z (6 months ago)
Default Branch: main
Last Pushed: 2024-08-04T16:39:17.000Z (3 months ago)
Last Synced: 2024-08-04T18:41:07.738Z (3 months ago)
Language: Rust
Homepage:
Size: 3.93 MB
Stars: 1
Watchers: 1
Forks: 0
Open Issues: 0
Metadata Files:
- Readme: README.md
- Contributing: CONTRIBUTING.md
- Funding: .github/funding.yml
- License: LICENSE-APACHE
- Code of conduct: .github/CODE-OF-CONDUCT.md
- Codeowners: .github/CODEOWNERS
- Security: .github/SECURITY.md
- Authors: AUTHORS.md

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README

NaluFX (NFX) logo

# NaluFX (NFX)

A Rust library designed to optimize cash allocation across complex fund structures using AI-driven predictions and suggestions. It implements advanced financial models, data fetching, and processing for enhanced cash flow management.

[![Made With Love][made-with-rust]][05]
[![Crates.io][crates-badge]][07]
[![Lib.rs][libs-badge]][09]
[![Docs.rs][docs-badge]][08]
[![License][license-badge]][02]

## Important Notice

1. **Early Stage Development:** NaluFX is currently in its early stages of development and should be considered experimental. The codebase is evolving, and significant changes may occur as the project matures.

2. **Research and Analysis Only:** The predictions and suggestions provided by NaluFX are intended for research and analysis purposes only. They should not be construed as investment recommendations or financial advice. Always consult with a qualified financial advisor before making investment decisions.

3. **Educational Project:** NaluFX originated as a side project to explore and study cash allocation algorithms and theories. Its primary purpose is educational and for academic research in the field of financial technology.

Users are encouraged to approach NaluFX as a learning tool and contribute to its development with this understanding in mind.

## Overview

NaluFX (NFX) is an experimental Rust library that provides sophisticated tools for financial modelling, data fetching, and processing, with a focus on optimizing cash allocation across complex fund structures. It leverages AI-driven predictions and suggestions to enhance decision-making processes. Developed as an educational project, NaluFX aims to explore cash allocation algorithms and theories for study and research purposes.

## Features

- Advanced cash flow prediction models
- AI-driven suggestions for cash allocation optimization
- Clustering using K-means for data segmentation
- Data fetching from multiple sources
- Data processing and transformation utilities
- Reinforcement learning for dynamic decision-making
- Sentiment analysis
- Structured and easy-to-parse output formats
- Time series forecasting

## Installation

To use `nalufx` in your Rust project, add the following to your `Cargo.toml` file:

```toml
[dependencies]
nalufx = "0.0.1"
```

### Requirements

`nalufx` requires Rust **1.56** or later.

### Documentation

> ℹ️ **Info:** Please check out our [website][00] for more information and find our documentation on [docs.rs][08], [lib.rs][09], and [crates.io][07].

## Usage

### Fetching Data

```rust
use nalufx::services::fetch_data_svc::fetch_cash_flow_data;

let data = fetch_cash_flow_data("some_data_source").unwrap();
```

### Processing Data

```rust
use nalufx::services::processing_svc::process_cash_flow_data;

let processed_data = process_cash_flow_data(&data);
```

### Cash Flow Predictions

```rust
use nalufx::services::models::{CashFlowRequest, CashFlowResponse};

let request = CashFlowRequest {
historical_data: vec![100.0, 200.0, 300.0],
};

let response: CashFlowResponse = nalufx::handlers::predict_cash_flows(request).unwrap();

println!("Predictions: {:?}", response.predictions);
```

### AI-Driven Cash Allocation Suggestions

```rust
use nalufx::services::handlers::{AllocationRequest, AllocationResponse};

let allocation_request = AllocationRequest {
fund_data: vec![/* Your fund data here */],
market_conditions: vec![/* Current market conditions */],
};

let allocation_response: AllocationResponse = nalufx::handlers::suggest_allocations(allocation_request).unwrap();

println!("Allocation Suggestions: {:?}", allocation_response.suggestions);
```

## Examples

NaluFX comes with a set of examples that you can use to get started. The examples are located in the `examples` directory of the project.

To run the examples, clone the repository and run the following command in your terminal from the project root directory:

```shell
cargo run --example nalufx
```

You can also run the examples directly from the repository by using the following commands:

```shell
cargo run --example
```

### Bellwether Stock Analysis

Analyze the performance of a bellwether stock during a significant historical period (e.g., the 1987 market crash).

```shell
cargo run --example bellwether_stock_analysis
```

### Diversified ETF Portfolio Optimization

Optimize a portfolio of diversified ETFs based on historical performance and risk factors.

```shell
cargo run --example diversified_etf_portfolio_optimization
```

### ESG Portfolio Optimization

Optimize a portfolio with a strong emphasis on environmental, social, and governance (ESG) factors.

```shell
cargo run --example esg_portfolio_optimization
```

### Factor Investing Stock Ranking

Rank stocks based on various investing factors such as value, momentum, and quality.

```shell
cargo run --example factor_investing_stock_ranking
```

### Fetch Data Example

Demonstrate how to fetch financial data from an API or a data source.

```shell
cargo run --example fetch_stock_data
```

### Generate Market Analysis Report

Generate a comprehensive market analysis report based on various financial metrics and indicators.

```shell
cargo run --example generate_portfolio_report
```

### Mean Variance Optimization

Implement mean-variance optimization to find the optimal risk-return tradeoff for a portfolio.

```shell
cargo run --example mean_variance_optimization
```

### Risk Parity Portfolio Optimization

Optimize a portfolio using the risk parity approach to ensure balanced risk distribution.

```shell
cargo run --example risk_parity_portfolio_optimization
```

### Technical Analysis Indicators

Implement and analyze various technical analysis indicators such as moving averages, RSI, MACD, etc.

```shell
cargo run --example technical_analysis_indicators
```

### Automate Cash Allocation

Automatically allocate cash to ETFs and mutual funds based on historical performance and market conditions.

```shell
cargo run --example automate_cash_allocation
```

## Semantic Versioning Policy

For transparency into our release cycle and in striving to maintain backward compatibility, `NaluFX` follows [semantic versioning][06].

## License

The project is licensed under the terms of both the MIT license and the Apache License (Version 2.0).

- [Apache License, Version 2.0][01]
- [MIT license][02]

## Contribution

Unless you explicitly state otherwise, any contribution intentionally submitted for inclusion in the work by you, as defined in the Apache-2.0 license, shall be dual licensed as above, without any additional terms or conditions.

## Acknowledgements

A special thank you goes to the [Rust Reddit](https://www.reddit.com/r/rust/) community for providing a lot of useful suggestions on how to improve this project.

[00]: https://nalufx.com
[01]: http://www.apache.org/licenses/LICENSE-2.0
[02]: http://opensource.org/licenses/MIT
[05]: https://github.com/sebastienrousseau/nalufx/graphs/contributors
[06]: http://semver.org/
[07]: https://crates.io/crates/nalufx
[08]: https://docs.rs/nalufx
[09]: https://lib.rs/crates/nalufx

[crates-badge]: https://img.shields.io/crates/v/nalufx.svg?style=for-the-badge 'Crates.io'
[docs-badge]: https://img.shields.io/docsrs/nalufx.svg?style=for-the-badge 'Docs.rs'
[libs-badge]: https://img.shields.io/badge/lib.rs-v0.0.1-orange.svg?style=for-the-badge 'Lib.rs'
[license-badge]: https://img.shields.io/crates/l/nalufx.svg?style=for-the-badge 'License'
[made-with-rust]: https://img.shields.io/badge/rust-f04041?style=for-the-badge&labelColor=c0282d&logo=rust 'Made With Rust'