New Projects · Roadmaps

What I’m building next

The Lab catalogues finished work. This section is the opposite, research and software that is in flight or planned, with explicit phase gates, status, and what a public release will actually contain. Click any phase in a roadmap to jump to its deeper explanation.

Project A, Research program

Topological Data Analysis in Quantitative Trading

The deepest applied topological treatment of strategy selection and portfolio construction undertaken in public, 11 pre-registered hypotheses, four advanced TDA paradigms, validated to thesis-grade rigor against a full modern-ML baseline stack.

H4 portfolio construction PASS at corpus scale · all 6 H12–H17 extensions tested · H5 cross-asset universality FAIL · Topology Deployment Stack (H18/H19) done · Mark-2 sheaf-Laplacian aggregation cleared its first headline bar · cohomology-gated sheaf-Tikhonov variant Holm-rejects it on ALL / EMA / MACD (half-meets the moving-average bar) · cost-capacity stability theorem ships two complementary measuresSee the roadmap

Project B, Open-source artefact

Quant Research Framework

A research-grade systematic-trading framework anyone can use to generate strategies, rule-based or ML, with bulletproof walk-forward optimisation, a customizable regime segmenter, a 5-scenario robustness suite, and a dual-language Python + Rust engine held to a published parity contract.

Engine + paper drafted · Multi-asset core nextSee the roadmap

Both projects publish a deployable software artefact and a long-form writeup. Roadmaps are honest about scope: green nodes are shipped, accent nodes are in flight, outlined nodes are planned. Phase gates are listed where they exist.