Open-source systems built for correctness under adversarial conditions. Click any project for architecture, code, and vision.
Dynamic Alpha Composition Model (DACM) →
State-space framework for adaptive multi-signal portfolio allocation. Dynamically shifts capital across AI/ML, fundamental, and behavioral alpha via a Bayesian Kalman filter. 1.02 Sharpe out-of-sample (2000-2025), vs. 0.54 for SPY buy-and-hold.
PythonBayesian Kalman FilterQuant Finance
Pan-African FX Grid →
Decentralized FX liquidity mesh for African currency markets. Bellman-Ford arbitrage detection. Mobile money settlement.
RustPythonTypeScript
Agentic Liquidity Router →
AI agent routing cross-border payments across African mobile money and onchain liquidity. Claude 3.5 reasoning.
RustNext.jsAI Agent
Real-Time Risk Engine →
Pre-trade risk evaluation with position limits, circuit breakers, fat-finger detection. gRPC, sub-µs latency.
GogRPCCircuit Breakers
Limit Order Book →
Lock-free price-time priority matching. 10M+ orders/sec. Property-tested invariants.
Java 21ConcurrencyJMH
Immutable Ledger →
Cryptographic double-entry ledger with Merkle proofs. Hash-chained entries. Conservation invariant verified.
RustMerkle ProofsCryptography
FIX Protocol Engine →
Zero-copy FIX 4.4 parser. Wire-speed. LibFuzzer-hardened. Compile-time validation.
C++20Zero-copyFuzzing
Quantum Financial Digital Twin →
Distributed market simulation with 6 heterogeneous agent types, quantum-inspired portfolio optimization, and emergent crisis modeling. 2008 GFC scenario included.
RustQuantumSimulationgRPC
Valytics — Institutional Financial Analysis →
Multi-stage DCF valuation with Monte Carlo simulation. Ratio analysis with DuPont decomposition. Comparable company analysis. Portfolio risk decomposition and efficient frontier optimization.
RustNext.jsFinanceMonte Carlo