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Finance and trading
clearing
central counterparty clearing
LCH, OCC
System
Techniques · 7
Primitives · 34
clearing
Raft
distributed · medium: Leader-based consensus on a replicated log; one leader per term, majority commit; the default for a strongly consistent replicated state machine.
›
Margin liquidation
finance · medium: Mark-to-market margin calls and forced liquidation of under-margined positions, incl. insurance fund and auto-deleveraging
Multilateral netting
finance · medium: Netting obligations across many parties into one net position per participant per currency
Portfolio margining span
finance · medium: Scenario-based portfolio margin (SPAN-style risk arrays, offsets across correlated products)
Value at Risk and Expected Shortfall
finance · medium: A loss threshold exceeded with probability 1−α over h days, plus the mean loss beyond it; three estimators trade speed for realism.
›
Tamper-evident audit log
security · medium: An append-only log whose Merkle root, signed per batch, lets anyone verify an entry is present and history was never rewritten, with log-size proofs.
›
State-machine snapshots
distributed · medium: Periodically save the state a log has produced at index i so the log prefix can be deleted; recovery and catch-up become load snapshot plus replay suffix.
›
Write-ahead log
storage · low: Append each change to a checksummed sequential log and fsync it before touching data pages; the basis of crash durability in nearly every database.
›
Double-entry ledger
finance · low: Append-only journal of transactions whose postings sum to zero per currency; balances are derived, so money can only move, never appear or vanish.
›
Money representation
finance · low: Store money as integer minor units with an explicit currency exponent, compute in wider integers, and round once with a named rounding mode.
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Monte Carlo integration
numerics · low: Estimate an expectation by averaging random samples; error falls as σ/√N in any dimension, and variance reduction (antithetic, control variates, importance sampling) shrinks σ.
›
Event sourcing
finance · low: Persist state changes as an append-only stream of immutable events per entity; current state is a fold over them, guarded by expected-version appends.
›
FIX protocol (session layer)
finance · low: Tag=value order-entry protocol over TCP with per-direction sequence numbers, heartbeats and resend so sessions survive disconnects without losing or duplicating orders.
›
Idempotency keys
finance · low: Client-chosen unique key per logical operation, stored with a request fingerprint and the final response, so retries replay the first result instead of acting twice.
›
Iso 20022 messages
finance · low: ISO 20022 XML payment and securities messages (pacs, pain, camt, sese): structure and validation
Reconciliation
finance · low: Match internal ledger records against bank and processor statements by reference, then amount and date window; every unmatched or mismatched item becomes an exception.
›
Business day calendars
systems · low: Holiday calendars, business-day adjustment rules (following, modified following) and settlement cycles
Leases
distributed · low: A lock that expires on its own: bounded-time ownership that survives crashes and partitions, given bounded clock drift and fencing tokens on writes.
›
Exponential backoff with jitter
systems · low: Retry after delays that grow geometrically and are randomized, so failed clients spread out instead of hammering a recovering service in synchronized waves.
›
d-ary heap
data-structures · low: Array heap with d children per node (d = 4 typical): half the binary heap's depth, siblings in one cache line, faster priority queues.
›
Sequenced multicast feed
networking · low: Exchange order-by-order data as fixed binary messages in sequenced UDP multicast packets
Hash aggregation
storage · low: GROUP BY via hash tables with partitioning and spill to disk
Black-Scholes-Merton formula
finance · low: Closed-form European option price and Greeks from spot, strike, time, rates and volatility; Newton inversion gives implied volatility. About 30 ns each.
›
+ 18 more primitives
System
Techniques · 7
Primitives · 34
clearing
Raft
distributed · medium: Leader-based consensus on a replicated log; one leader per term, majority commit; the default for a strongly consistent replicated state machine.
›
Margin liquidation
finance · medium: Mark-to-market margin calls and forced liquidation of under-margined positions, incl. insurance fund and auto-deleveraging
Multilateral netting
finance · medium: Netting obligations across many parties into one net position per participant per currency
Portfolio margining span
finance · medium: Scenario-based portfolio margin (SPAN-style risk arrays, offsets across correlated products)
Value at Risk and Expected Shortfall
finance · medium: A loss threshold exceeded with probability 1−α over h days, plus the mean loss beyond it; three estimators trade speed for realism.
›
Tamper-evident audit log
security · medium: An append-only log whose Merkle root, signed per batch, lets anyone verify an entry is present and history was never rewritten, with log-size proofs.
›
State-machine snapshots
distributed · medium: Periodically save the state a log has produced at index i so the log prefix can be deleted; recovery and catch-up become load snapshot plus replay suffix.
›
Write-ahead log
storage · low: Append each change to a checksummed sequential log and fsync it before touching data pages; the basis of crash durability in nearly every database.
›
Double-entry ledger
finance · low: Append-only journal of transactions whose postings sum to zero per currency; balances are derived, so money can only move, never appear or vanish.
›
Money representation
finance · low: Store money as integer minor units with an explicit currency exponent, compute in wider integers, and round once with a named rounding mode.
›
Monte Carlo integration
numerics · low: Estimate an expectation by averaging random samples; error falls as σ/√N in any dimension, and variance reduction (antithetic, control variates, importance sampling) shrinks σ.
›
Event sourcing
finance · low: Persist state changes as an append-only stream of immutable events per entity; current state is a fold over them, guarded by expected-version appends.
›
FIX protocol (session layer)
finance · low: Tag=value order-entry protocol over TCP with per-direction sequence numbers, heartbeats and resend so sessions survive disconnects without losing or duplicating orders.
›
Idempotency keys
finance · low: Client-chosen unique key per logical operation, stored with a request fingerprint and the final response, so retries replay the first result instead of acting twice.
›
Iso 20022 messages
finance · low: ISO 20022 XML payment and securities messages (pacs, pain, camt, sese): structure and validation
Reconciliation
finance · low: Match internal ledger records against bank and processor statements by reference, then amount and date window; every unmatched or mismatched item becomes an exception.
›
Business day calendars
systems · low: Holiday calendars, business-day adjustment rules (following, modified following) and settlement cycles
Leases
distributed · low: A lock that expires on its own: bounded-time ownership that survives crashes and partitions, given bounded clock drift and fencing tokens on writes.
›
Exponential backoff with jitter
systems · low: Retry after delays that grow geometrically and are randomized, so failed clients spread out instead of hammering a recovering service in synchronized waves.
›
d-ary heap
data-structures · low: Array heap with d children per node (d = 4 typical): half the binary heap's depth, siblings in one cache line, faster priority queues.
›
Sequenced multicast feed
networking · low: Exchange order-by-order data as fixed binary messages in sequenced UDP multicast packets
Hash aggregation
storage · low: GROUP BY via hash tables with partitioning and spill to disk
Black-Scholes-Merton formula
finance · low: Closed-form European option price and Greeks from spot, strike, time, rates and volatility; Newton inversion gives implied volatility. About 30 ns each.
›
Covariance shrinkage
statistics · low: Ledoit-Wolf shrinkage for stable covariance matrices from few samples
Merkle tree
data-structures · low: Hash tree for verifying and diffing large datasets with logarithmic proofs
Segmented log
distributed · low: Split an append-only log into files named by their first offset, write only the newest, and find any record by binary search plus a sparse index.
›
Digital signatures (Ed25519)
security · low: Small, fast, deterministic public-key signatures that prove who produced a message; the default for tokens, releases and protocols.
›
Trusted timestamping
security · low: RFC 3161 time-stamp tokens: a TSA signs a hash with time, proving data existed then
Copy-on-write fork
hardware-os · low: fork() gives the child the parent's whole address space by sharing pages read-only and copying one only when someone writes it; vfork and posix_spawn skip even that.
›
Copy on write snapshots
storage · low: Point-in-time snapshots by sharing pages/extents and copying only on write
Fencing tokens
distributed · low: A number that grows with every lock grant and is checked by the protected resource, so a paused ex-holder's late write is rejected.
›
Message sequence numbers
distributed · low: A per-stream counter on every message lets the receiver detect loss, duplicates and reordering, ack cheaply and resume after reconnect with "send from N".
›
Largest remainder rounding
finance · low: Splitting an amount into parts that sum exactly (largest remainder / Hamilton) for allocations, splits and prorations
CRC32C checksums
hardware-os · low: The Castagnoli CRC-32 with dedicated instructions on x86 (SSE4.2) and ARMv8. It is the standard fast integrity check for storage blocks, logs and network frames.
›
fsync, O_DSYNC and O_DIRECT
hardware-os · low: What fsync, fdatasync, O_DSYNC, O_DIRECT and F_FULLFSYNC really guarantee on Linux and macOS, and the exact call sequences for crash-safe files.
›
SIMD programming
hardware-os · low: Process 4-16 lanes per instruction with AVX2, AVX-512 or NEON via Rust std::arch, with runtime dispatch and a portable fallback.
›
Rejection sampling
ml-training · low: Best-of-n and filtered sampling: generate many candidates, keep those passing a verifier or reward threshold
PRNGs (PCG, xoshiro)
numerics · low: Small, fast, statistically strong non-cryptographic generators: PCG32 and xoshiro256**, with seeding, parallel streams and unbiased ranges.
›
Cryptographic hashes (SHA-2, BLAKE3)
security · low: Collision-resistant fingerprints of data; SHA-256 for interoperability, BLAKE3 for speed, HMAC/HKDF for keyed uses.
›
Hash join
storage · low: Build a hash table on the smaller input's join key and probe it with every row of the larger one; the linear-time workhorse for equi-joins.
›
Optimistic concurrency control
storage · low: Run transactions without locks, record what they read, and validate at commit that nothing changed; fastest when conflicts are rare.
›
Copy for AI
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