Backup / restore solution for PostgreSQL
A command-line tool for distributed backup and restoration of the TiDB cluster data
LawVM compiles human-written amendment acts into auditable point-in-time legal text-state. It treats legislation as executable state transitions, preserving provenance, replay evidence, and divergence findings across jurisdictions.
Point-in-time recovery module for in-memory node-cache with asynchronous persistence
Stop silent data leakage in ML training pipelines.
Local-first, agent-native portfolio tracker & cross-asset financial data layer — canonical PIT schema, deterministic money math, community broker connectors, TUI + JSON surfaces
Point-in-time correct LLM instrumentation — tracing, version pinning and look-ahead-bias protection for research pipelines. pip install traceguard
Reusable Agent Skills for quantitative finance research, extracted from the Aria toolchain.
Point-in-time market data validation pipeline — bronze contracts, CDC, break ledger, PIT guards, walk-forward CV, and a React dashboard for audit and diagnostics.
Minimal feature store with point-in-time-correct joins + online store — shows a naive latest-value join scores 1.00 offline but 0.61 in production (train/serve skew)
Open-source backup system for flexible local and remote data management with advanced recovery options and point-in-time recovery.
Yet Another Stock Screener — screen stocks using fundamental signals, backtest with point-in-time data, evaluate with Monte Carlo analysis
Free institutional-grade, multi-source financial data ingestion engine for daily data, fundamentals and macro data for all kinds of Stocks, ETFs and Crypto.
High-throughput, Rust-accelerated temporal join engine for quantitative finance ML pipelines. Engineered via PyO3 to eliminate look-ahead bias and accelerate point-in-time feature generation on massive time-series market datasets
Empirical asset-pricing research framework (Python) with formal overfitting control — Combinatorial Purged CV, Deflated Sharpe Ratio, Probability of Backtest Overfitting. ~20 pre-registered experiments on a survivorship-free, point-in-time S&P 500 universe, with an honest public kill-log.
ML stock screener: pipeline de datos Point-In-Time (yfinance, SEC EDGAR XBRL, FRED, FinBERT), modelo táctico con validación temporal, monitoreo de drift y dashboard FastAPI + React
A collection of amassed junk
Example coronavirus cases forecasts and ODE-based simulations of infection spread
A single-node data lakehouse for quantitative research that ingests market data, normalizes it into point-in-time safe datasets, and produces analysis-ready features for backtesting and modeling using Python, Parquet, and DuckDB
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