๐Ÿฆ€๐Ÿ“ˆ Quant Journal

Fast code, faster markets โ€” built with Rust, the Sajbeni way.

๐Ÿฆ€๐Ÿ“ Building a Linear Algebra Engine in Rust โ€” Part 1

Most modern machine learning libraries (TensorFlow, PyTorch, etc.) embed telemetry and hidden behaviors. LinearAlgebra-WS is different โ€” it's completely open, simple, transparent, and under your full control. No tracking. No hidden code. Just math.

Beyond Frameworks, No Shortcuts
Everyone can import. Few can build. Let's change that.

  • Vector Operations
    • Sum
    • Subtraction
    • Multiplication (element-wise)
    • Division (element-wise)
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    ๐Ÿฆ€ How High-Frequency Trading strategies detect inefficiencies in the currency market

    In FX, milliseconds can create profitable opportunities. This post breaks down the math behind currency arbitrage โ€” and simulates it using pure Rust (no external crates, just threads and channels). Hereโ€™s the logic traders use to act faster than the market itself.

    ๐Ÿ“‰ What Is Currency Arbitrage?
    Letโ€™s consider a realistic example:

    Spot Dollar (cash market): R$5.00
    Futures Dollar (near maturity): R$5.05
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