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Building the future.
🤖
Building the future.
175 followers · 171 following
  • Symbolica AI
  • London

Achievements

Achievement: QuickdrawAchievement: Pair Extraordinairex2Achievement: Pull Sharkx3Achievement: StarstruckAchievement: Arctic Code Vault Contributor

Achievements

Achievement: QuickdrawAchievement: Pair Extraordinairex2Achievement: Pull Sharkx3Achievement: StarstruckAchievement: Arctic Code Vault Contributor

Organizations

@Polkadot-Blockchain-Academy

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MathisWellmann/README.md

Welcome 👋

I enjoy writing correct, fast and simple software using Rust 🦀 on NixOS.

Interested in predictable low latency trading systems, optimizing for CPU caches, branch predictors and proper atomics synchronization primitives.

Using NixOS to manage my homelab (6 servers, ~400 threads, ~1.7TB RAM) in a declarative and reproducible fashion, running various services, miners and ML-driven tick-by-tick backtests. Gotta pump that load average up.

My Open-Source Repositories Crates on lib.rs:

  • 💰 TradeAggregation: Low-Latency trade aggregation crate for user-defined Candles based on information driven rules.
  • 💱 LFEST High performance perpetual futures exchange for simulated trading
  • ⛓️ Chainable Tree-like Sliding Features. Basically sequential signal processing including "technical indicators"
  • 💹 EhlersIndicators: John Ehlers technical analysis indicators / Filters
  • 🐸 Evolutionary Neural Network implementation called CoSyNE.
  • 💪 gym-rs a pure Rust implementation of OpenAi's Gym environments.
  • 📈 TimeSeriesGenerator for synthetic data generation.
  • 🚰 reservoir_computer Reservoir computers on the CPU
  • 📉 whittaker_smoother A perfect smoother

Pinned Loading

  1. trade_aggregation-rs trade_aggregation-rs Public

    Aggregate trade data into user-defined candles using information driven rules

    Rust 111 28

  2. sliding_features-rs sliding_features-rs Public

    Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.

    Rust 70 13

  3. lfest-rs lfest-rs Public

    Leveraged Futures Exchange for Simulated Trading

    Rust 76 18

  4. gym-rs gym-rs Public

    OpenAI's Gym written in pure Rust for blazingly fast performance

    Rust 123 16

  5. go_ehlers_indicators go_ehlers_indicators Public

    A collection of John Ehlers technical analysis indicators / Filters written in pure go, with links to original papers

    Go 74 21

  6. whittaker_smoother whittaker_smoother Public

    A perfect smoother; A discrete time version of spline smoothing for equally spaced data

    Rust 17 1