Prism
Python · Svelte · CPCV/DSR-gated
A general-purpose portfolio-intelligence engine. Bayesian view translation
(entropy pooling over Black-Litterman), instrumented-PCA factor decomposition,
RMT-cleaned covariance (Bouchaud RIE, Ledoit-Wolf NLS), sparse-cardinality
mean-CVaR optimization, graphical-matching pair selection, and an immutable
decision ledger. Every result must survive a deflation-aware validation battery —
combinatorially-purged cross-validation, deflated Sharpe, probability of backtest
overfitting — before it is allowed to claim anything. In production in a live
long/short equity consulting engagement, driving book analytics, hedge
construction, and optimization counterfactuals.
Snowball
Rust
A recursively self-learning alpha compounding engine for prediction markets. Hypotheses
enter as replay-scored candidates, survive shadow and paper validation, earn size through
bounded live review, and get clawed back when evidence degrades. Every fill updates a
market factor graph; the graph reshapes candidate selection; better candidates generate
more evidence.