/* Rumpy Execution */


/** * */
Description
The public execution layer of my quantitative trading research platform: a cost-aware convex portfolio optimizer (second-order cone program with a market-impact cost model) and a holdings-based backtester, in Rust. Optimality is independently verified rather than trusted: KKT-condition probes against closed-form references, dimensional-analysis checks, and byte-level cross-platform float determinism. 177 tests.


/* Links */

Repositorygithub.com/rux-eth/rumpy-execution

const Details = {
"Languages": [
Rust
],

"Status": Completed,

"Role": Back-End,

"Links": {

"Repository": ,

},
}
Rumpy Execution

Works

Contact

© 2026 Maxwell Rux. All Rights Reserved.