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Wisaacj/README.md

Hi there 👋 I'm Will

I'm interested in reinforcement learning, natural language processing, trading & backtesting; especially the intersection of them all. I also enjoy sailing and built a semi-autonomous boat in the past.

🔭 I’m currently working on

  • A trade backtesting engine for simulating the microstructure of exchanges, written in Rust 🦀.
  • A reverse-mode auto-differentation engine, also written in Rust.

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  1. oxicodin oxicodin Public

    Reverse-Mode Auto-Differentiation Engine in Rust. Reproducing Andrej Karpathy's Micrograd.

    Rust

  2. Waterfall Waterfall Public

    Simulate CLO cashflows via the command-line

    Python