Tag
Rust
Rust is my primary language for systems that must be both fast and correct. I use it for the Polybius trading engine: async Tokio runtime, zero-copy WebSocket feeds, and a DuckDB-backed ledger.
Blog
March 17, 2026
Price as Geometry: Resolution, Coarse-Graining, and the Structure of Market Noise
A rigorous tour through stationary and non-stationary models of price evolution, with geometric analysis at the forefront. From the random walk null and Black-Scholes as flat geometry, through mean reversion as curved Riemannian diffusion, wavelets, geometric harmonics, and information geometry, anchored throughout by empirical evidence from BTC/ETH millisecond data.
March 9, 2026
BTC/ETH Lead-Lag: Resolution-Dependent Direction Reversal on Binance Spot
Resolution-dependent direction reversal in BTC/ETH lead-lag on Binance spot: ETH leads at 1ms, BTC leads at 100ms, crossover at 15–20ms. January and full year 2025.
Engineering
Pathwise
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.
Cartan
Riemannian geometry on smooth manifolds. Connection forms, parallel transport, holonomy groups, and geodesic flows. Documentation at cartan.sotofranco.dev.
Volterra
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.