Technology

The Boundary Is Part of the Algorithm

A numerical method needs a justified domain. The threshold that selects it deserves the same scrutiny as the formula itself.

Price-Time Priority Matching in Rust

A matching engine is judged by latency, but the real contract is deterministic priority: price first, time second, with explicit cancellation, tie-breaking, and replay semantics.

Rust Market Data Normalization Starts at the Boundary

A market-data normalizer should not be a pile of exchange adapters. The useful abstraction is a canonical event boundary with explicit time, precision, quality, and replay semantics.

What a Rust Options Pricing Engine Has to Prove

A fast options-pricing engine is not just a collection of Greeks. The contracts around monotonicity, parity, no-arbitrage bounds, implied volatility, and rounding behavior matter just as much as throughput.

Wavelet Feature Extraction for Time-Series ML Pipelines

Wavelet transforms are useful before prediction begins: they turn non-stationary time series into scale-aware features that can feed ML and AI pipelines without hiding the time structure.

SVI and the No-Arbitrage Volatility Surface

The raw SVI parametrization is five numbers per slice. Keeping a fitted surface free of butterfly and calendar arbitrage is where the real work — and the real math — lives.

Research to Runtime: Correctness Under Adversarial Numerics

Between a validated research result and a production system is a seam where most model risk lives. This is the program MorphIQ Labs has productized to close it: correctness proven against oracles and machine-checked laws, integrity enforced through fail-closed gates and reproducible artifacts, performance held as a contract, and the evidence that the program is real.

Version 0.2 — draft