Quantitative portfolio construction and optimization platform built on skfolio and scikit-learn.
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Apr 25, 2026 - Python
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quantfinance
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Rust execution layer for Python trading strategies: deterministic LOB, portfolio backtests, pre-trade risk, and IBKR rebalancing.
algotrading rustlang orderbook backtesting trading-engine order-matching highperformance zerocopy algorithmictrading portfoliomanagement quantfinance tradingsystems
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Apr 22, 2026 - Rust
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Feb 4, 2026 - Python
A full-stack quantitative finance engine that applies discrete mathematics and Warshall's algorithm to identify systemic market risk and statistical arbitrage opportunities in real-time.
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Mar 13, 2026 - TypeScript
Hull Tactical v7.1: A regime-aware "grey box" strategy for S&P 500 prediction. Combines Econophysics (Chaos/Entropy) with LightGBM and "Smart Noise" logic to challenge the EMH. (Mean Adj. Sharpe: 0.806)
kaggle-competition lightgbm machinelearning quantitative-finance algorithmic-trading chaos-theory econophysics efficient-market-hypothesis market-prediction regime-detection quantfinance
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Dec 21, 2025 - Jupyter Notebook
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