We build tools at the intersection of machine learning, quantitative finance & systems engineering.

Products

T

Ticklog

High-performance logging library for Rust. ~10 ns per call with lock-free per-thread buffers and a background drain thread, built for latency-sensitive systems, e.g. HFT.

crates.io version docs.rs documentation minimum supported Rust version license GitHub source
S

Simulor

Event-driven quantitative backtesting framework. Simulate strategies against historical data with realistic execution models.

PyPI version Python versions wheel license GitHub source

Research

Machine Learning

Deep learning theory, optimization, neural architectures, representation learning. We study what makes models generalize and when they fail.

Quantitative Finance

Alpha research, factor models, execution, market microstructure. Systematic strategies built and backtested against real market data.

LLM Engineering

Fine-tuning, RAG, evaluation, inference optimization. Applying language models to real problems with rigorous measurement.