ZPE-FT V0.0: DETERMINISTIC FINANCIAL TIME-SERIES CODEC: OHLCV | Tick Streams | Pattern Search | Market Replay | Subsecond Latency

Python client library for Aperiodic.io — institutional-grade market microstructure, liquidity and order flow metrics with full exchange universe coverage. Turn flow dynamics into alpha in hours, not months. No tick infrastructure to build or maintain.

Limit Order Book Exchange — a platform for conducting financial market experiments

A high-frequency tool that monitors the "Bid-Ask" spread and order book depth to predict the next 10-second price move.

BTC Perpetual Futures Microstructure Analysis — Order flow modeling, domain scoring system, and Walk-Forward Validation

Geometric market intelligence platform — Kuramoto synchronization · Ollivier-Ricci curvature · fractal dynamics · neuro-symbolic control · institutional-grade quantitative research infrastructure

Systematic market phenomenon scanner with 3D regime conditioning — 10 phenomena x 36 regime contexts x 14 instruments

Unsupervised latent regime discovery for crypto markets. HMM, VAE, and temporal contrastive models identify hidden market states from multi-exchange data. FastAPI + React dashboard. Docker Compose.

VALEN S4: Production algorithmic trading system for Hyperliquid DEX. 3-layer architecture, 11 sleeves, 4,376 tests, 900+ PRs. Live on mainnet. Clean Architecture, AI-augmented development, hypothesis-driven research.

HyperCore BTC perpetual order-book ingestion and liquidity analysis for Hyperliquid.

🎯 Advanced crypto quant trading system with market microstructure analysis, real-time dashboard, and institutional-grade risk management. Built for serious traders.

Real time quantitative trading system for Kalshi prediction markets. Fee aware sizing, Bernoulli copula CVaR, isotonic calibration on settlement tape. 172 tests, MIT licensed.

Real-time bid-ask spread decomposition engine using Binance WebSocket data. Implements Roll (1984), Huang-Stoll (1997), and Kyle (1985).

Risk Optimizing Holistic Agentic Network: agentic framework for autonomously evolving and stress-testing trading strategies, using LLMs and market simulation.

AnsCom Quantitative Suite | Research Paper available | A live terminal that approximates the ICICI Prudential Gold ETF (GOLDIETF) price after India's National Stock Exchange (NSE) market hours, using XAUUSD and USDINR in real-time.

Experimental quantitative research platform exploring geometric market signals and algorithmic trading system architecture.

LLM structural reasoning validation via gamma exposure analysis in options markets. Papers 1 & 2 complete. Digital Finance (Springer) submission in progress.

Price-time priority matching engine with limit/market orders, event-driven architecture, and latency benchmarks. Python 3.11 · Linux/Docker

CS2 case EV vs price dynamics