Featured · Open Source
Pathwise
RustPython
High-performance SDE simulation toolkit. Rust core with Python bindings via PyO3. Supports Brownian motion, GBM, Ornstein-Uhlenbeck, and custom processes with rayon-parallelised Monte Carlo.
Rust
Open SourceCartan
Riemannian geometry on smooth manifolds. Connection forms, parallel transport, holonomy groups, and geodesic flows. Documentation at cartan.sotofranco.dev.
Rust
Open SourceVolterra
Covariant active nematics solver built on Cartan. Dimensionally agnostic: any type implementing cartan_core::Manifold—sphere, Lie group, or flat Euclidean—serves as the simulation domain. Beris-Edwards equations on arbitrary Riemannian geometries via discrete exterior calculus.
RustTokio
Holonomy SecuritiesPolybius
Live Polymarket prediction market engine. BTC/ETH WebSocket price feed drives a 5-minute directional and regime model; orders execute on the Polymarket CLOB via a custom Rust signing layer.
Rust
Holonomy SecuritiesMalliavin
Options volatility surface engine. Multi-agent regime detection, coarse-grained signal emission, vol surface manifold. Deployment target: Deribit and IBKR.
Rust
Holonomy SecuritiesBismut
Volatility surface manifold toolkit. Malliavin calculus-based Greeks, SDE vol models, and backtest infrastructure for equity derivatives.
TypeScriptNext.js
ProprietaryGas Leak Rate Calculator
Subsurface safety valve gas leak rate calculator per API RP 14B 5th edition. Dranchuk-Abou-Kassem equation of state. Free, unlimited calculations.