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EXPERIMENTAL LABS

Cutting-edge research projects exploring emerging technologies and pushing boundaries

Neural Market Prediction

Experimental deep learning system that leverages transformer architecture to predict market movements based on alternative data sources and sentiment analysis.

  • PyTorch
  • Transformers
  • NLP

Quantum Algorithm Simulator

Simulation framework for testing quantum algorithms applied to optimization problems in finance, with a focus on portfolio optimization and risk management.

  • Qiskit
  • Python
  • Finance

Zero-Knowledge Proof System

Privacy-preserving transaction system using zk-SNARK proofs to enable confidential but verifiable financial operations on public blockchains.

  • Rust
  • zkSNARK
  • Cryptography

Reinforcement Learning Exchange

Multi-agent reinforcement learning environment that simulates market microstructure and tests algorithmic trading strategies against adversarial agents.

  • TensorFlow
  • RL
  • Game Theory
SMA (10)
EMA (20)
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Future Explorations

Adaptive Market Theory in High-Frequency Trading

In Progress

Exploring how market efficiency evolves over different time frames through analysis of tick-level data, with focus on arbitrage opportunities during microstructure shifts.

RustTime SeriesStatistical Analysis

Financial Graph Neural Networks

Early Stage

Building graph neural network models to map relationships between financial instruments and forecast systemic risk patterns through evolving network topology.

PyTorchGraph NNNetwork Analysis

Zero-Shot Trading Strategy Transfer

Advanced

Developing a framework for trading strategies that can transfer learning between different asset classes without retraining, using meta-learning and cross-asset features.

Meta-LearningTensorFlowFeature Engineering

DeFi Market Efficiency Analysis

Early Stage

Comparing efficiency metrics between decentralized finance protocols and traditional markets, with particular focus on liquidity pool dynamics and impermanent loss.

SolidityMarket AnalysisPython