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Wayy Research

A collection of software projects spanning quantitative finance, AI tooling, and various client work. The core focus is wf/ (Wayy Finance) - a suite of Python libraries and a web platform for market analysis and algorithmic trading.


Core: wf/ (Wayy Finance)

The main event. Five interconnected Python packages that handle everything from pulling market data to deploying live trading strategies.

wrdata

Universal market data aggregator. One interface, 32+ data providers.

  • Free sources: Yahoo Finance, Coinbase, CoinGecko, Binance, Kraken, FRED
  • API-required: Alpha Vantage, Finnhub, Alpaca, Polygon.io, Interactive Brokers
  • Crypto: Full CCXT integration (100+ exchanges)
  • Real-time: WebSocket streaming for Binance, Coinbase, Finnhub, Alpaca, Kraken, Polygon, IBKR
  • Extras: Whale transaction detection, Level2 orderbook data

Returns Polars DataFrames. Auto-detects asset type from symbol. Handles the annoying parts of dealing with financial APIs so you don't have to.

fracTime

Forecasting library based on fractal geometry and chaos theory. Not your typical ARIMA wrapper.

  • Hurst exponent analysis - Detect if a market is mean-reverting (H < 0.5) or trending (H > 0.5)
  • Fractal dimension - Measure price movement complexity
  • Monte Carlo simulation - Generate probability-weighted price paths
  • Exogenous predictors - Incorporate VIX, bonds, commodities with automatic lag selection
  • Model zoo: ARIMA, GARCH, Prophet, VAR, LSTM, Random Forest, XGBoost, SVR, plus Bayesian models via PyMC

The core idea: markets exhibit self-similarity across timeframes. This library exploits that.

wrchart

Interactive charting with Polars support. TradingView-style but in Python.

  • Standard charts: candlestick, line, area, volume
  • Non-standard: Renko, Kagi, Point & Figure, Line Break, Range Bars, Heikin-Ashi
  • GPU-accelerated WebGL rendering for tick data (millions of points at 60fps)
  • LTTB decimation for high-frequency data
  • Jupyter notebook integration

wrtrade

Backtesting and live trading framework. Polars-based, so it's fast (10-50x faster than pandas alternatives).

The workflow:

  1. Research - Develop strategies, run backtests
  2. Validate - Permutation testing to catch overfitting
  3. Optimize - Kelly criterion for position sizing
  4. Paper trade - Deploy to Alpaca paper trading
  5. Go live - Deploy with confidence

Key features:

  • Component architecture for modular strategy design
  • Walk-forward validation
  • Hierarchical portfolio management
  • CLI for deployment with auto-restart
  • 113 tests passing

wayyFin

Full-stack platform tying it all together. FastAPI backend + React frontend (in development).

  • REST API exposing wrdata, fracTime, wrtrade functionality
  • WebSocket streaming for real-time updates
  • Supabase for auth and persistence
  • Redis caching
  • Claude/GPT integration for analysis

Current status: V2 in active development.

Supporting directories in wf/

  • docs/ - Architecture docs, roadmap, Bloomberg Terminal rebuild notes
  • examples/ - Jupyter notebooks demonstrating workflows
  • projects/ - Active research (crypto orderflow analysis, breakout detection, ML pipelines)
  • wayyFunds/ - Fund prospectus and brand docs

AI & Developer Tools

tllm (testLLM)

Testing framework for LLM-based agents. Because "it seemed to work" isn't a test strategy.

  • Semantic evaluation using Mistral and Claude
  • Dashboard for viewing results
  • Python package for integration

cursed

Vim/Neovim AI code completion plugin. Uses Claude API. Works in both editors (Python for Vim, Lua for Neovim).

ankiGen

Generate Anki flashcards from text or web pages using Anthropic API. Study smarter.

everyoneAI

Educational platform teaching AI development through interactive tutorials. FastAPI + React.


Client & Business Projects

flour

AI-powered marketing automation. Multi-tenant platform for:

  • Generating ad creative
  • Deploying to Google Ads and Meta
  • Multi-Armed Bandit optimization

pants

Web archiving with smart content extraction. Firecrawl/Puppeteer for scraping, Gemini embeddings for RAG search, Supabase backend.

sacred

Spiritual texts RAG system. Vector search + Neo4j graphs + Claude. Deployed on Render.

sacredMesa

Buffalo mayoral voter analysis. Predictive modeling with H3 hexagon mapping and Streamlit dashboards.

wnyleaf

Leaf removal business management. React frontend, FastAPI backend, Twilio voice agent, Google Calendar sync. Practical automation for a local business.

wnyai

Western New York AI community website. React SPA with Three.js, Airtable backend for events.

wayy-health

Mental health companion app (Wayvy). In development.


Fun Stuff

95stillalive

Windows 95 simulator in React. Draggable windows, taskbar, media player. Pure nostalgia.

SocialPulse

Retro 1995-themed social media management platform. Three parts: React UI, Python API, Python CLI.

PsychedelicSynapse

Full-stack app template. Express/FastAPI + React + Radix UI + Drizzle ORM + Supabase.

VisionQuest

Vite + React + Three.js + Supabase starter template.


Client Work

client/nupixl

Figma-to-GitBook sync. Auto-generates documentation from Figma designs.

client/abbadi

Quote management and job tracking. Scan items, generate quotes, process payments.


Archive

old/ contains legacy projects: bq-ingest, futures-research, rl-fin (reinforcement learning for finance), trading-bot, vol-dashboard, and other experiments.


Tech Stack

The common threads across projects:

Languages: Python 3.10+, TypeScript/JavaScript Data: Polars, Pandas, NumPy, PyArrow ML/Stats: scikit-learn, XGBoost, PyMC, statsmodels, ARCH Web: FastAPI, React, Vite, Supabase AI: Claude API (Anthropic), OpenAI, Mistral Infra: Render, Redis, PostgreSQL


What is Wayy Research?

A software shop building tools for quantitative finance and AI applications. The core product is the Wayy Finance stack - a modern alternative to legacy trading infrastructure. Everything else supports that mission or pays the bills while we build it.

The philosophy: build useful things, validate them rigorously, ship when ready. No hype, just working software.

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