brotto/crng
Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
Distributional crypto-return forecasting via Wasserstein-geodesic extrapolation in quantile-function space. WGeo family wins 12/12 (asset × horizon) cells over 6.75y walk-forward CRPS vs GARCH and classical baselines. v0.4.
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Latest capture 2026-09-25 03:06
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Contingency Random Number Generator — numbers with controllable fat tails, volatility clustering, and scale convergence
C++20 research implementation of special-relativistic geometry on OHLCV market data: Lorentz factors, spacetime-interval regime labels, Christoffel symbols and geodesic-deviation signals, with SIMD kernels, Python validation scripts and a LaTeX paper.
Binance USDT-M futures scanner — 57 indicators × 12 timeframes + futures-microstructure/regime/MTF overlays, whale-divergence filter, one consensus verdict per symbol. Desktop (Python + React "Depth Terminal") & Android (Compose). Public data only, no keys.
Benchmark for tracking model capability after release.
Agent-driven alpha factory — LLM autonomously designs, backtests, and submits factors to WorldQuant BRAIN
Time series and portfolio analytics for quantitative finance.