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1. LOB-Latent-Regimes LOB-Latent-Regimes Public

   Identification and early detection of unobserved microstructure states in High-Frequency Limit Order Books using semi-parametric state-space models. Includes proofs of identifiability and lead-lag …

   Jupyter Notebook 11 8

2. HED-score HED-score Public

   Time-aware evaluation metric for early detection in non-stationary systems. HED Score rewards earlier detection over delayed responses, addressing limitations of ROC/AUC. Includes reference impleme…

   Python 1

3. chronosdefrag chronosdefrag Public

   ChronosDefrag is an experimental quantitative ML framework for temporal defragmentation: learning latent market regimes, reconstructing pseudo-timelines, and performing ultra-low-latency historical…

   Python 1

4. temporal-leaks temporal-leaks Public

   Valgrind for Time-Series ML. Automatically detect look-ahead bias, future leaks, and train-test contamination in your data pipelines before they hit production.

   Python 1

5. flashback flashback Public

   ⏪ Git for DataFrames. Time-travel debugging, exact temporal lineage, and feature evolution tracking for Pandas and Polars.

   Python 1

6. latency-gym latency-gym Public

   🏎️ High-performance Farama Gymnasium environments for optimizing low-latency systems infrastructure. Train RL agents to orchestrate kernel execution, network queues, HFT matching engines, and GPU s…

   HTML 1