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Energy, industry and public infrastructure
energy-trading
energy trading
EPEX Spot
System
Techniques · 9
Primitives · 62
energy-trading
Call auction clearing
finance · medium: Uniform-price call auction: aggregate supply/demand curves and find the clearing price and volume
Matching engine
finance · medium: Single-threaded, deterministic loop that journals sequenced orders, matches them by price-time priority against a limit order book and emits trades.
›
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.
›
Mixed-integer programming (branch a…
optimization · medium: Solves LPs with integer variables by solving the LP relaxation, branching on a fractional variable, and pruning subtrees whose LP bound cannot beat the incumbent.
›
Time-series forecasting (baselines,…
statistics · medium: The end-to-end recipe: fix horizon and uncertainty, beat naive baselines, choose a model family, and validate with rolling-origin backtests and scale-free metrics.
›
Total order sequencer
finance · medium: Single sequencer stamps every inbound message so replicated deterministic state machines (LMAX style) replay identically
Cutting planes
optimization · medium: Valid inequalities added to an LP relaxation to cut off its fractional optimum without removing any integer point; the engine of branch-and-cut MIP solvers.
›
Limit order book
finance · low: Per-symbol store of resting orders as FIFO queues per price level; array-indexed ticks plus intrusive lists give O(1) add, cancel and best-price lookup.
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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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Low-latency hot path
finance · low: Rules for microsecond trading paths: one pinned busy-polling thread per stage, no allocation, syscalls, locks or page faults after startup, kernel-bypass I/O, and measured tails.
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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.
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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.
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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.
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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.
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Pre-trade risk checks
finance · low: Constant-time gate in front of order entry that rejects fat-finger, over-limit and runaway orders using worst-case exposure counted over open orders.
›
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.
›
Sequenced multicast feed
networking · low: Exchange order-by-order data as fixed binary messages in sequenced UDP multicast packets
Parallel prefix sum
search-sort · low: Work-efficient scan (Blelloch, decoupled look-back) on CPU SIMD and GPUs; stream compaction
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.
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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.
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Covariance shrinkage
statistics · low: Ledoit-Wolf shrinkage for stable covariance matrices from few samples
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.
›
Simplex method
optimization · low: Solves linear programs by walking along the edges of the feasible polytope from vertex to vertex, one basis swap (pivot) at a time; the workhorse behind MIP solvers.
›
+ 2 more techniques
+ 46 more primitives
System
Techniques · 9
Primitives · 62
energy-trading
Call auction clearing
finance · medium: Uniform-price call auction: aggregate supply/demand curves and find the clearing price and volume
Matching engine
finance · medium: Single-threaded, deterministic loop that journals sequenced orders, matches them by price-time priority against a limit order book and emits trades.
›
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.
›
Mixed-integer programming (branch a…
optimization · medium: Solves LPs with integer variables by solving the LP relaxation, branching on a fractional variable, and pruning subtrees whose LP bound cannot beat the incumbent.
›
Time-series forecasting (baselines,…
statistics · medium: The end-to-end recipe: fix horizon and uncertainty, beat naive baselines, choose a model family, and validate with rolling-origin backtests and scale-free metrics.
›
Total order sequencer
finance · medium: Single sequencer stamps every inbound message so replicated deterministic state machines (LMAX style) replay identically
Cutting planes
optimization · medium: Valid inequalities added to an LP relaxation to cut off its fractional optimum without removing any integer point; the engine of branch-and-cut MIP solvers.
›
Presolve reductions
optimization · medium: Cheap, provably safe reductions run before the solver (fix variables, drop rows, tighten bounds and coefficients) so LP and MIP solves start from a smaller, tighter model.
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Arima
statistics · medium: ARIMA/SARIMA forecasting: differencing, AR and MA terms, order selection, maximum-likelihood fit
Limit order book
finance · low: Per-symbol store of resting orders as FIFO queues per price level; array-indexed ticks plus intrusive lists give O(1) add, cancel and best-price lookup.
›
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.
›
Low-latency hot path
finance · low: Rules for microsecond trading paths: one pinned busy-polling thread per stage, no allocation, syscalls, locks or page faults after startup, kernel-bypass I/O, and measured tails.
›
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.
›
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.
›
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.
›
Pre-trade risk checks
finance · low: Constant-time gate in front of order entry that rejects fat-finger, over-limit and runaway orders using worst-case exposure counted over open orders.
›
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.
›
Sequenced multicast feed
networking · low: Exchange order-by-order data as fixed binary messages in sequenced UDP multicast packets
Parallel prefix sum
search-sort · low: Work-efficient scan (Blelloch, decoupled look-back) on CPU SIMD and GPUs; stream compaction
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.
›
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
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.
›
Simplex method
optimization · low: Solves linear programs by walking along the edges of the feasible polytope from vertex to vertex, one basis swap (pivot) at a time; the workhorse behind MIP solvers.
›
Croston method
statistics · low: Forecasting intermittent demand by separately smoothing demand sizes and intervals (Croston, SBA, TSB)
Exponential smoothing (ETS, Holt-Wi…
statistics · low: Forecast by keeping a few running states (level, trend, seasonal) updated by a fraction of each forecast error; O(1) memory per series and a strong baseline.
›
STL decomposition (seasonal-trend w…
statistics · low: Split a series into trend, seasonal and remainder with iterated loess smoothing; the seasonal shape may drift and robust weights keep outliers out of it.
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Time-series cross-validation (rolli…
statistics · low: Estimate forecast error by repeatedly training on the past and testing on the next h steps, moving the origin forward; never trains on the future.
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IP multicast
networking · low: Send each datagram once to a class D group address; the network copies it to every joined receiver, and sequence numbers let receivers find loss.
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Gapless sequence numbers
storage · low: Gap-free, monotonic numbering (invoices, journal entries) under concurrency and rollbacks
Floating-point error
numerics · low: How IEEE 754 rounding error accumulates and how to contain it: compensated (Kahan/Neumaier) and pairwise summation, error-free transformations with FMA, ULP comparisons.
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Fast hash functions
data-structures · low: Non-cryptographic hashes built from 64×64→128-bit multiplies and xor-shifts; pick by key size, trust level and whether the hash is persisted.
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Interval arithmetic
numerics · low: Rigorous bounds with outward rounding; root isolation and robust geometric tests
Sparse matrices (CSR)
numerics · low: Compressed sparse row stores only nonzeros as row pointers, column indices and values; SpMV streams them once, so it is memory-bandwidth bound.
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Finite differences
numerics · low: Replace derivatives with weighted differences of grid values; simple stencils plus a stability condition (CFL) turn PDEs like heat, advection and waves into array loops.
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L-BFGS
numerics · low: Quasi-Newton minimizer that approximates the inverse Hessian from the last m gradient differences via the two-loop recursion; O(m·n) memory and work per step.
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Kalman filter
robotics · low: Optimal recursive estimator for a linear system with Gaussian noise: fuses a motion model with noisy measurements into a state estimate plus its covariance.
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False sharing
concurrency · low: Independent variables written by different cores on one cache line force the line to bounce between cores; pad or regroup hot data to fix it.
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Memory ordering
concurrency · low: What Relaxed, Acquire, Release and SeqCst atomics actually guarantee, what they cost on x86 and ARM, and which one each pattern needs.
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SPSC ring buffer
data-structures · low: Bounded wait-free queue for exactly one producer and one consumer thread, built from an array and two indices with acquire/release ordering.
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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.
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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.
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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".
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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.
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Largest remainder rounding
finance · low: Splitting an amount into parts that sum exactly (largest remainder / Hamilton) for allocations, splits and prorations
CPU caches and the memory hierarchy
hardware-os · low: Sizes, line widths and latencies of L1/L2/L3/DRAM on modern x86 and Apple M-series, and the data-layout rules that follow from them.
›
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.
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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.
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Huge pages
hardware-os · low: 2 MB/1 GB pages to cut TLB misses; THP vs explicit hugetlbfs
Numa aware allocation
hardware-os · low: Allocate memory and pin threads on the local NUMA node; first-touch and interleave policies
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.
›
Evaluation metrics
machine-learning · low: Precision, recall, ROC AUC, average precision, log loss, NDCG and pass@k computed correctly, plus paired confidence intervals for comparing models.
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Loss functions
machine-learning · low: The scalar a model minimizes: cross-entropy for classes and tokens, MSE or Huber for values, each with a stable form and simple gradient.
›
Rejection sampling
ml-training · low: Best-of-n and filtered sampling: generate many candidates, keep those passing a verifier or reward threshold
Ebpf xdp
networking · low: EBPF programs at the XDP/tc hooks for in-kernel packet processing at line rate
Kernel-bypass networking
networking · low: User space (DPDK, AF_XDP) or an in-driver eBPF hook (XDP) handles packets straight from NIC rings, skipping sockets, for 10-40 Mpps per core.
›
Receive side scaling
networking · low: NIC hashing of flows to RX queues (RSS) and symmetric hashing for per-core processing
Explicit Euler
numerics · low: Step an ODE forward by its current slope, y += h·f(t, y); first-order, one evaluation per step, the baseline every other integrator is measured against.
›
LU and Cholesky factorization
numerics · low: Factor A = PLU (any square matrix, partial pivoting) or A = LLᵀ (SPD) once in O(n³), then solve each right-hand side in O(n²).
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PRNGs (PCG, xoshiro)
numerics · low: Small, fast, statistically strong non-cryptographic generators: PCG32 and xoshiro256**, with seeding, parallel streams and unbiased ranges.
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Thomas tridiagonal solver
numerics · low: O(n) tridiagonal linear solve used in implicit finite-difference and spline schemes
Cryptographic hashes (SHA-2, BLAKE3)
security · low: Collision-resistant fingerprints of data; SHA-256 for interoperability, BLAKE3 for speed, HMAC/HKDF for keyed uses.
›
Bootstrap confidence intervals
statistics · low: Resampling-based confidence intervals for arbitrary statistics
Robust statistics
statistics · low: Location and scale estimates (median, MAD, trimmed mean, Huber M-estimator) that stay correct when a minority of the data is garbage.
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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.
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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.
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Arena allocator
systems · low: Allocate by bumping a pointer through big chunks and free everything at once: a few instructions per allocation for objects sharing a lifetime.
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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.
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Slab allocator
systems · low: Pre-carve pages into equal-size slots per size class with an in-place free list: O(1) alloc and free, no external fragmentation, cache-warm reuse.
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Token bucket
systems · low: A bucket of up to b tokens refilled at rate r; requests spend tokens, enforcing an average rate while allowing bursts of b.
›
Copy for AI
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