Rust + Math. Founding Principal at Holonomy Securities, where a three-person team ships systematic trading engines (Polybius, Malliavin, Bismut, Hsu) on a shared platform substrate (Colosseum, just launched). Polybius, our Polymarket-native binary options engine, is up roughly 81% since going live.
BS/MSE Biomedical Engineering, Johns Hopkins University. Previously a trading strategies developer at Anti Capital (New York), building multi-exchange async execution systems in Rust.
In parallel I maintain open-source Rust libraries for geometric computing and stochastic analysis (cartan, pathwise, volterra, elworthy), and collaborate with the University of Pittsburgh School of Medicine on applying mermin's topological-defect pipeline to human vaginal fibroblast microscopy.
| Repository | Language | What it does | CI |
|---|---|---|---|
cartan |
Rust + Python | Riemannian geometry, Lie-group optimisation, and stochastic analysis on manifolds |  |
volterra |
Rust + Python | Covariant active-nematics solver via discrete exterior calculus |  |
pathwise |
Rust + Python | Simulation and calibration of non-Markovian stochastic differential equations |  |
elworthy |
Rust + Python | JIT compiler specialising Bismut-Elworthy-Li Greeks into SIMD kernels |  |
hurst |
Rust | Rough volatility on the correlation manifold; Hurst estimation on SPD(N) |  |
vonkarman |
Rust | Pseudospectral DNS for the 3D incompressible Navier-Stokes equations |  |
gpufft |
Rust | Unified GPU FFT: VkFFT on Vulkan, cuFFT on CUDA |  |
ferrum-gpu |
Rust + Python | Pure-Rust GPU compute: Rust-to-PTX FFT kernels with Python bindings |  |
spirv-oxide |
Rust | Rust-to-SPIR-V GPU compiler via Pliron MLIR |  |
ermak |
Rust + Python | GPU Brownian dynamics for ligand dissociation kinetics |  |
inferCNAsc |
Rust + Python | Copy-number alteration inference from single-cell RNA-seq |  |
mermin |
Rust + Python | k-atic alignment analysis of fluorescence microscopy |  |
tikhonov |
Rust | Pure-Rust Harmony2 for single-cell data integration |  |
collint |
Rust + Python | Detect and auto-fix visual collisions in matplotlib figures |  |
kloeden |
C++ + Rust | Hand-SIMD C++ versus Rust SDE-scheme benchmark companion |  |
rotorlab |
Rust | Geometric-algebra maths-animation engine, rendered via Vulkan |  |
vigild |
Rust | Multi-host Linux service-health daemon |  |
navier-stokes |
Python + Lean | 3D Navier-Stokes regularity: Lean, numerics, and theory |  |
Meridian |
Lean 4 | Metaprogramming toolkit: sorry inventory, proof search, dependency graphs |  |
meridian-vscode |
TypeScript | VS Code companion: interactive dependency graph and Mathlib symbol index |  |
Three-track architecture (Lean 4 + LaTeX + SymPy / Cadabra2) with chapter-level synchronisation between formal, narrative, and symbolic verification. The public Navier-Stokes track is in the table above; the items below are private or pre-release.
| Project | Language | Description |
|---|---|---|
| elliptic-dirichlet (private) | Lean 4 | Machine-verified existence and uniqueness of the weak |
| mars-lnp (private) | Rust | Defect-mediated hydrodynamic transfer of orientational order in coupled active-lyotropic nematic systems. Simulations on volterra, defect detection via cartan holonomy. |
| Date | Project | Description | Reference |
|---|---|---|---|
| 14 Apr 2026 | Mathlib4 | HasCompactMulSupport closure under product operations: submonoid, List, Multiset, and Finset variants, with @[to_additive]. |
#38022 · 2ff8885 |
| 12 May 2026 | cuda-oxide | fix(codegen): convert three silent miscompiles in the Rust-to-PTX code generator into hard build errors, including the invalid .version emitted for compute_* targets that ptxas rejects only at JIT time. |
#27 · 3697238 |
Private repositories under Holonomy Securities.
| Project | Description |
|---|---|
| Colosseum | Multi-asset quantitative backtesting platform. WASM strategy sandbox, CLOB-native data, configurable fill models, full audit trail. Rust engine + axum API + Next.js frontend. |
| Polybius | Binary options engine for prediction markets. Non-stationary SDE models, Kelly sizing, CLOB execution. Polymarket live, Kalshi planned. 16-crate workspace. |
| Malliavin | Regime-conditional equity options engine. Directional spreads + vol selling on QQQ. Polygon + CBOE data, Deribit/IBKR venue integrations. |
| Bismut | Volatility surface curvature signals. SSVI fitting, Riemannian curvature extraction, walk-forward backtesting with butterfly and straddle strategies. |
| Hsu | Manifold-valued covariance research engine. Realised covariance matrices as points on SPD(N) with affine-invariant metrics, tangent-space MLE calibration. Built on cartan and pathwise. |