I started as an engineer, ran a SaaS company, did an MBA, and now work in investment banking. The habit that stayed with me through all of it is not trusting a number until I have rebuilt the model that produced it.
I am based in India. Most evenings go to either an EBITDA bridge or a segfault, and the two have more in common than they look. Each one punishes an assumption you did not know you were making.
The question I keep returning to is whether a tool helps me understand a business or only makes its output look confident. Most finance software is built for the second. I would rather build for the first, even when the "financial model" turns out to be a Python script with opinions.
Much of the code in these repositories is written with Claude Code, Anthropic's coding agent. Commits carry Co-Authored-By trailers where it contributed. Changes are tested before they are merged, and claims in the READMEs are checked against the code, so a claim that does not hold gets corrected rather than kept.
- fpga-sim-core: tick-to-trade latency now comes from a simulated-cycle pipeline over a synthetic ITCH stream, with a real order-flow imbalance calculation, valid VCD output, an allocation test and sanitizer CI.
- vanna: benchmarks against QuantLib and py_vollib exposed and fixed implied-vol precision and binomial Greek errors, dividend yield now runs through the backtest, and
covered_callnow holds its stock leg. - quantdeck: ten engine correctness fixes with regression tests, a false live-trading claim corrected, and an offline example that runs without a network.
- pe-financial-calculator: the calculation core was rewritten and unit-tested, nine correctness bugs were fixed, and the base case now reads 4.0x MOIC and 32.2% IRR.
- microprice-rust: added a symmetrization option, a diagnostic showing the martingale property does not hold by construction, and Parquet and CSV ingestion; it still does not beat the naive mid-price on synthetic data, and the real-data run is still pending.
- photoface: data-safety fixes (versioned migrations, atomic per-photo analysis, stricter EXIF parsing) and more stable clustering.
Three small diagrams of the mechanisms behind the projects above. They are drawn from each repo's code and docs as they stand on main, and anything schematic is labelled as illustrative.
Micro-price. The top of the book is reduced to a queue-imbalance and spread bucket. Transitions that leave the mid-price unchanged form Q, the average mid change from each state is G1, and G* is solved from G* = G1 + Q G* by fixed-point iteration. The estimate is the mid plus G* for the current state.
P&L attribution. A trade's P&L is a full reprice at the end minus the start, then split into delta, gamma, theta, vega, vanna and volga using Greeks from the start of the period. What those six terms miss is drawn and reported as its own residual bar. Bar heights in the diagram are illustrative.
Tick-to-trade path. A packet is modelled through block decode, MAC framing, an ITCH 5.0 parser, an order book, an order-flow imbalance pipeline and a PCIe DMA model. This is a cycle-modelled simulation, not hardware. Latency is counted in simulated cycles over a synthetic ITCH stream, using documented stage-latency parameters. The PCS stage is 64b/66b-style framing, not IEEE 802.3 conformant, and the parser handles ITCH add, execute and cancel messages only.
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A desktop app that finds faces in a photo library, clusters them, and lets you correct the result. Detection uses YuNet and embeddings use SFace, clustered in a greedy online pass and then re-clustered with average linkage. When you fix a face by hand, that assignment is pinned and the algorithm stops revisiting it.
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A browser-based LBO and DCF calculator for a first-pass sense-check of a deal. It is illustrative: no taxes, fees or three-statement model. The calculation core is unit-tested against hand-derived values, and a sensitivity table that misleads is a bug I want to hear about.
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A C++20 cycle model of an FPGA-style tick-to-trade path: PCS-style block framing with CRC (not IEEE 64b/66b), a MAC framer, an ITCH 5.0 parser for add, execute and cancel messages only, a five-level order book, order-flow imbalance, a PCIe DMA model and VCD waveform output. Tick-to-trade latency is measured in simulated cycles over a synthetic ITCH stream, using documented stage-latency parameters, so it is not a hardware or FPGA measurement. The paths covered by its allocation test perform no heap allocation.
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Options pricing and P&L attribution in Python. It prices with Black-Scholes and a binomial tree for early exercise, then splits each trade's P&L into delta, gamma, theta, vega, vanna and volga using a Taylor expansion. What the Greeks do not explain is reported as residual instead of being absorbed into a bucket. Outputs are benchmarked against QuantLib and py_vollib, and the binomial tree is slower than QuantLib's. Backtests run on simulated price paths only.
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A Rust implementation of a micro-price estimator in the tradition of Stoikov (2018): a Markov chain over queue-imbalance and spread states that gives the mid-price plus an expected-move adjustment. It is research code, run on synthetic data only. On that data it does not beat the naive mid-price, and the README shows the numbers. The martingale property does not hold by construction here, and a diagnostic reports the drift. The Pages demo model is trained on synthetic data. The evaluation protocol for real quote data is written and has not been run yet.
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Event-driven backtesting for Python, for one symbol at a time. It runs offline on CSV files and needs no database server. It is backtest only:
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These are pull requests I have opened against other people's projects. Most are bug, documentation or packaging fixes; a few are enhancements or list additions. As of 2026-09-29 there are 38: 13 merged, 23 open and 2 closed without merging. Open pull requests are waiting on review and are not shipped work.
Patches to quant and finance libraries, including QuantLib, Qlib, zipline and Riskfolio-Lib. Expand for the list.
QuantLib — the C++ quantitative finance library had a NaN in its Gauss-Laguerre quadrature. Past order ~200, one of the weights underflows to exactly 0.0, and inf × 0 is NaN in IEEE 754. The fix re-derives the weight in log-space so the underflow no longer occurs. It is tested against the real consumer (AnalyticHestonEngine) and was independently re-derived in NumPy as a check.
edgartools — a much smaller fix. The quickstart stated Python 3.8 while pyproject.toml required 3.10, and it listed cash_flow_statement() twice, which hid that cashflow_statement() is the deprecated alias (removal planned for v6.0) and cash_flow_statement() is the recommended name. No math, only documentation that gave new users incorrect information. Merged.
ever-gauzy — a null-prototype object, a pattern used to avoid prototype-pollution bugs, crashed the utility function written to guard against prototype pollution. Object.create(null) has no .constructor to read .name from. The fix is one getPrototypeOf check. Merged.
ever-gauzy — the project's security-disclosure badge pointed at a domain that no longer resolves (DNS NXDOMAIN, not a 404, which most link-checkers miss). The broken link was on the line explaining how to report a security issue, so it seemed worth fixing quickly. Merged.
Riskfolio-Lib — the constructor defined its own returns setter, including a type check, then bypassed it with self._returns = returns, so no validation ran. A single NaN in the input data does not fail at construction. It fails four stack frames deep inside scipy.linalg.eigh, with a message that has nothing to do with the actual data.
Riskfolio-Lib — Axes.plot_date and matplotlib.cm.get_cmap were both removed in Matplotlib 3.11, but requirements.txt still says >=3.9.2. Anyone on a current install hits an AttributeError when plotting a portfolio.
trade-frame — 37 images in the README that were never images:  pointing at .h files and directories, which render as broken icons. Two of the targets had also been renamed .h → .hpp years earlier and the doc was never updated.
trade-frame — asked where the meaning of an IQFeed trade-condition code comes from. Answer: nowhere in the repo, on purpose. IQFeed publishes the code table live over the same socket connection, so a hardcoded copy would go stale. Documented that mechanism instead of adding a table.
matching-engine — an out-of-range price and a malformed one were rejected with the identical error reason, so when debugging real order flow the log gave no way to tell which one had happened.
py_lets_be_rational — no LICENSE file, which blocks conda-forge packaging for everyone downstream.
cody-special — erf_cody and normaldistribution were split into their own files, and the @numba.njit decoration that made them fast was not carried over.
jev-ultrafast — the agent's browser target opens on about:blank, which is already readyState == 'complete' before the real navigation starts. The first poll after Page.navigate could read that stale state and give the policy a page that never loaded. The run then terminates as BLOCKED in under a second, which looks like the agent failing when the harness never observed anything real.
awesome-systematic-trading — checked all ~650 links in the list against the GitHub API and actual DNS resolution, not just an HTTP status code (which often gives false positives when sites block bots). Seven repos were genuinely gone. No replacements were guessed for the ones without a verified successor.
microsoft/qlib — Microsoft's quant research platform (48k+ stars) threw a DeprecationWarning on import qlib, because a module-level constant was built with pd.Timedelta("1day") instead of the explicit-unit form. Same value, no warning, one-line fix.
domokane/FinancePy — np.any(volatility) < 0.0. np.any() on a non-empty array is already a bool before it meets the < 0.0, so the negative-volatility guard on FX option greeks could never fire. The sibling delta() method got this right (np.any(v < 0.0)); this one did not. Found by asking why two methods on the same class disagreed about how to validate the same input.
pysystemtrade — two collection-breaking bugs unrelated to each other. One: a wildcard import three layers deep replaced datetime the class with datetime the module, so datetime.strptime(...) failed with an error that looks like a typo but is a namespace collision, hard to spot from the file that crashed. Two: an unescaped \n inside a docstring was interpreted as a real newline at parse time, which Python 3.12's doctest parser treated as an indentation problem.
ranaroussi/quantstats — cagr() computed abs(total + 1.0) ** (1/years) - 1. With compounded=False, summed returns can go below −100%, and abs() flips negative terminal wealth positive, turning a −240% loss into a reported +40% CAGR. The PR was closed without merging; the maintainer fixed it directly in v0.0.82 and wrote that "this release exists because of these reports."
cuemacro/findatapy — fix: calculate_log_returns raises TypeError instead of computing log returns (open).
jealous/stockstats — Fix VWMA producing NaN when rolling volume sum is zero (merged).
man-group/ArcticDB — Fix LibraryOptions/EnterpriseLibraryOptions.eq crashing on non-matching types (open).
alkaline-ml/pmdarima — Fix: pmdarima.preprocessing.tests package never installed by meson build (open).
ranaroussi/yfinance — Fix dividends/splits/capital_gains returning None instead of empty Series on price fetch failure (open).
dcajasn/Riskfolio-Lib — Fix wrong asset column in All Assets relative constraints (merged).
cvxgrp/cvxportfolio — Fix CSV loader to recognize non-nanosecond datetime dtypes (open).
convexfi/riskparity.py — Fix default risk_concentration not being scale-invariant (open).
stefan-jansen/zipline-reloaded — BUG: fix TypeError ingesting csvdir bundles with splits/dividends on pandas 3.0 (open).
cuemacro/finmarketpy — Fix short-only TechIndicator producing +1 signals instead of -1 (open).
rsheftel/pandas_market_calendars — Fix timezone-dependent failure in test_valid_days_tz_aware (closed).
matplotlib/mplfinance — Fix kwarg_help() crash on current pandas (trailing-comma .loc indexing) (open).
stefan-jansen/empyrical-reloaded — Fix rolling-window empty-index dtype, concat sort warning, scipy test regex (open).
stefan-jansen/pyfolio-reloaded — Fix deprecated positional Series indexing and dtype upcast warnings (open).
bukosabino/ta — Fix TSI tests: check_less_precise removed from pandas (open).
pmorissette/bt — Fix chained-assignment pattern in positions/outlays/get_transactions (merged).
bashtage/arch — TST: actually seed TestForecasting fixtures (merged).
wilsonfreitas/awesome-quant — Add vanna to Financial Instruments & Pricing (open).
NandhaKishorM/laya — Fix single-option choice question crash in DecisionModel.forward (merged).
PyPortfolio/PyPortfolioOpt — Add return_raw option to BlackLittermanModel.bl_weights (open).
wangzhe3224/awesome-systematic-trading — Add vanna to Pricing (merged).
