📚 Research Blog

In-depth articles on quantitative finance, high-frequency algorithms, and cutting-edge technologies (Rust, PyO3, WebAssembly)

⭐ Featured Execution time (seconds) Python (NumPy) 120s Numba JIT 36s Rust + PyO3 0.8s ⚡ 150× faster
Rust PyO3 Performance March 14, 2026

Rust in Python: How We Achieved 150× with PyO3 & WebAssembly

Python dominates quant finance for its ecosystem, but when the inner loop is a Monte Carlo simulation with $10^6$ paths, interpreter overhead becomes the bottleneck. We solved this with Rust + PyO3 + WebAssembly: the critical 20% of our code runs in Rust...

m(t) HJB ← → FP Mean-Field Nash Equilibrium
MFG McKean-Vlasov optimiz-rs March 22, 2026

Mean-Field Games & Portfolio Optimization

McKean-Vlasov dynamics, particle methods, optimal quantization and Differential Evolution in Rust — a complete portfolio optimization framework with optimiz-rs and Polarway...

Strike (K) σ_imp H ≈ 0.1
Volatility Options March 12, 2026

Arbitrage Strategies with Rough Volatility

Classic models (Heston, SABR) assume H = 0.5. Empirical data shows H ≈ 0.1. This roughness has direct implications for option pricing and variance arbitrage strategies...

validate transform persist ✓ Ok ✗ Err Railway-Oriented Programming
Rust Functional March 10, 2026

Railway-Oriented Programming with Rust & Polarway

How Rust's Result<T, E> pattern and functional combinators eliminate runtime errors in high-frequency data pipelines. Introduction to Polarway...

Exchange WebSocket gRPC Tonic (320µs P99) LRU Cache Parquet DuckDB Delta Lake (ACID + Time Travel)
gRPC Delta Lake Lakehouse March 20, 2026

Polarway: gRPC Tonic + Delta Lake for HFT

Why gRPC beats REST for HFT (320µs, Protobuf, bidirectional streaming), 4-layer architecture with Tonic + Arrow zero-copy, ACID Delta Lake, time-travel for MiFID II/GDPR, and right-to-erasure with VACUUM...

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Mean-Field Games & MCMC

Multi-agent optimal control, Bayesian estimation, Almgren-Chriss execution.

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Rough Heston & Signatures

Fractional volatility, SVI calibration, vol arbitrage, path signatures.

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Adaptive Portfolio

Cointegration, HMM, spectral clustering, optimal stopping, risk parity.

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