I build tools that have to be correct.

Find every IRR of a cash flow, or prove there is none, using exact root isolation instead of Newton

Call-auction uncrossing with each venue's tie-break rules, checked against brute force over every price

Real position changes from SEC 13F filings, not artefacts of amendments, units or splits

Exact rates of the typos ISIN, CUSIP, SEDOL, LEI, IBAN and ABA check digits fail to catch

How many strategies did your AI agent really try? Deflated Sharpe and PBO, done right

Exact TIPS index ratios, coupons, accrued interest and deflation floors in rational arithmetic

Merkle sum-tree proof of liabilities in Rust, shipped with the attack that breaks the naive version

Black-box look-ahead bias detector for backtest features: names the leaking column, how far ahead it reads, and what the leak was worth in Sharpe

A PSD2 Strong Customer Authentication exemption engine that says when SCA can be skipped, and why.

Settle a web of payment obligations in the fewest transfers, with a proof of optimality or gap

Fast homophonic-substitution cipher solver in Rust that measures its own recovery limits

Causal profiling for Ninja builds: which edge, if faster, would shorten wall-clock time

Static audit of Linux binaries: which privacy-sensitive X11, input and screen APIs they can reach

Find the C/C++ headers whose removal would delete the most preprocessed code, proven by dominators

Fast finite-counterexample search for implications between equational laws over magmas

Recover signed interaction networks from knockout experiments, and report which edges can't be determined

Differential fuzzer that finds URLs whose hostname differs depending on who parses them

Record X11 traffic and report which clients read your clipboard, when, and whether you pasted

Finds the provably best scale for each block of quantized LLM weights, plus the MSE heuristics lose

Measure how many truly different programs your code LLM samples, not just how many pass

Tell whether a lossless image was once a JPEG, and recover the quantization table it was saved with

Find viewport widths your CSS breakpoints miss or double-cover, fractional pixels included

NIST FF1 and FF3-1 format-preserving encryption for card tokens, checked against official vectors

Zero-copy NASDAQ ITCH 5.0 decoder and order book rebuilder, checked against a model book

Decide whether a prop-firm drawdown rule was certainly, possibly, or never breached from OHLC bars

An LMSR prediction-market maker in integer arithmetic where rounding can never be turned into profit

Find every usage level where a tiered price table charges less for more, in exact arithmetic

Markowitz Critical Line Algorithm in exact rationals: the whole efficient frontier, certified

Check FIX session logs against the sequence-recovery rules and name the exact rule broken

Find static arbitrage in option quote grids, and the fewest quotes to drop to remove it

Tight best- and worst-case fill bounds for a passive order backtested on L2 data

Lossless tick-data codec that finds the price grid inside float columns and beats Gorilla XOR

Compute ACH settlement dates, same-day windows and return deadlines using the real Fed calendar

Subscription proration in exact integer arithmetic where splitting a period never moves a cent

VaR backtests (Kupiec, Christoffersen, Basel traffic light) with exact finite-sample p-values

Find which clients send toxic flow from fill markouts, with honest error rates for overlapping horizons

Exact liquidation prices for perpetual futures under tiered margin, including hedge mode

Exact second-by-second insolvency cascades for networks of continuous money streams, with no ticking

Day-count fractions with irregular stubs in exact rationals, plus a map of where conventions disagree

Check e-invoice totals against the EN 16931 rules and find cent-exact fixes when rounding breaks them

Largest Section 16(b) short-swing profit from insider trades, with a proof that it is optimal

Find the exact inputs where f64 interest or FX code rounds to the wrong cent, with proofs

How many bars an EMA, RSI or ATR needs before its seed can't change a tick, proven

Turn a desired crypto order into the best one that passes every exchange filter, in exact decimals

An executable spec for continuous matching engines: replay your fills, get the first rule broken

Mines daily engineering trends and ships complete, tested projects — with a quality gate that rejects its own output.

Profile README

My portfolio and GitHub activity dashboard — static, zero dependencies, rebuilt daily from the GitHub API.