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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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