Projects

An experimental programming language that brings ideas from Ruby, Scala, F#, and Go into a language of its own.

Technologies: Go, TypeScript, Tree-sitter

A PEG parser combinator in Crystal, with support for left and right recursion and a command-line parser.

Technologies: Crystal, Parsing, PEG

Approximate string matching in Ruby. Find the near-matches that an exact lookup would miss.

Technologies: Ruby, Search, Algorithms

A securities master database for organizing market data, supporting backtesting, and exploring financial datasets.

Technologies: Ruby, PostgreSQL, Market data

A Scala implementation of partial least squares regression, exploring relationships between predictors and responses.

Technologies: Scala, Regression, Statistics

A finite state machine combinator library for constructing regular-language recognizers through a Ruby DSL.

Technologies: Ruby, State machines, DSL

A trading simulator in Scala, built to backtest and compare trading strategies against historical data.

Technologies: Scala, PostgreSQL, Backtesting

A Clojure backtesting framework from my master's thesis, exploring trading strategies and genetic parameter search.

Technologies: Clojure, Backtesting, Genetic algorithms