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

Products

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Simulor

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

PyPI version GitHub source
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LogRoller

Log rotation library for Rust. Size-based, time-based, and hybrid strategies. Zero runtime overhead after rotation.

crates.io version docs.rs documentation GitHub source
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MarkScope

Cross-platform Markdown previewer with live rendering, syntax highlighting, and AI-assisted editing.

MarkScope site Download on the App Store

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.