changelog
Site changes
A simple log so the notebook keeps a visible history.
August 2026Shipped BTC/USD Cross-Venue Price Discovery v1.0.0 as the primary featured project. Updated the site with completed econometric findings: 6/9 sessions BH-significant Granger CB → KR, heterogeneous long-run price discovery, impulse responses, and Hasbrouck information-share bounds. Rewrote the project entry from an active infrastructure project to a confirmed empirical research result.
August 2026Featured BayesAudit v1.0.0 as a released research framework with public repository links, local architecture and result assets, matched-experiment summaries, limitations, and nonreplication language preserved.
July 2026Added the Cross Venue Price Discovery And Latency Aware Trading Engine as an active featured project, with a visual architecture pipeline, validated-evidence summary, research-phase timeline, simultaneous public-feed collection, quality controls, deterministic Parquet normalization, DuckDB views, complete source reconciliation, and an ongoing multi-session campaign.
July 2026Completed C++ LOB fill-rate diagnostics and artifact validator. Closed the limit order book / market-making simulator with a focused ten-seed fill-rate mechanism pass, physical zero-queue scenario, and validator; the final narrow microstructure finding is that sparse execution flow dominates the checked ITCH-calibrated fill-rate collapse, while physical first-in-queue placement does not materially rescue fills.
July 2026Added Vol Surface Research Lab as a featured project with SABR/Heston calibration diagnostics, same-universe comparison metrics, writing placeholders, and updated Now status.
July 2026Added the C++ limit order book and market making simulator case study, reorganized featured work around C++ market microstructure, IMC Prosperity, and the Bayesian regime thesis, and moved older portfolio optimization work out of the featured section.
July 2026Restored earlier research projects, promoted the full Lab catalog, and added a dedicated Experience page.
July 2026Added the live Kalman filter demo to the Lab and linked the full thesis PDF from Writing.
July 2026Rebuilt the site as a quant research notebook with project write ups, a Lab workbench, a Writing page, a Now page, and a claim audit across stale thesis and performance language.