Quantitative finance.

Order reconciliation, execution controls, queue-aware research, and an independently packaged refactor of a prediction-market system.

START HEREThe strongest execution-systems evidence: explicit order lifecycles, failure handling, and independent verification records.

Graph-conditioned residuals, pair selection, and a constrained search harness for testing alternative research modules.

Options research and execution tooling spanning implied-versus-realized volatility, short-strangle protocols, and an earnings-event variance decomposition study.

LPPLS bubble detection, an inspectable research cockpit, and related market-mechanism studies with frozen-history checks and rollback controls.

An integrated paper-research stack connecting a minute-data lab, portfolio optimizer, Nautilus parity backtest, observability and an agent control room.

A distinct event-market study combining broadcaster transcripts, settlement labels, crew effects and mention-time approximations.

Asset-pricing factor replication, index-enhancement experiments, and related upstream data infrastructure.

A short-horizon reversal system with clustering, market-specific tradeability, portfolio construction and futures hedging.

A multi-source signal-ingestion, replay and alerting layer for prediction-market research.

A repeatable multi-fold evaluation and dashboard system for technical signals on US minute bars.

Studies of market bottoms, public flow disclosures, IPOs, and observable policy-support signals, with rejected hypotheses retained.

Research notes that turn trading literature and informal claims into testable rules, experiment plans, and critical assessments.