High Peroformance stochastic simulation and signal processing engine.
Project description
Quant-Nucleus 0.1.0
A High-Performance Stochastic Simulation & Alpha Research Library
Quant-Nucleus is a cross-platform framework designed for high-frequency financial modeling. It bridges the gap between hardware-aware numerical methods and trade-signal generation.
Key Features
- Hardware-Agnostic Engine: Automatic detection and utilization of Apple Silicon (MPS) and NVIDIA (CUDA).
- High-Order SDE Solvers: Implements vectorized Milstein discretization for superior convergence over standard Euler schemes.
- Modular Pipeline: Distinct separation between Stochastic Physics, Signal Extraction, and Risk Management.
Installation
git clone [https://github.com/your-username/quant-nucleus](https://github.com/your-username/quant-nucleus)
cd quant-nucleus
pip install -e .
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