The Hypothesis and Challenge
The core hypothesis dates back over twenty years: if macroeconomic factors affect companies at different rates, lagging correlations might reveal predictable market ripples. However, evaluating the entire stock market across variable offset windows required roughly 1.5 trillion calculations, making comprehensive testing historically impractical on consumer hardware.
Technical Architecture
An initial Ruby proof-of-concept estimated 15 years of run time on a 24-core desktop, while an inline C implementation would have taken six months. Using Claude 5.5, the author rewrote the entire computation in Rust to fully utilize all CPU cores, the GPU, and the onboard NPU, drastically compressing execution time.
Maturity and Audience
The project appeals to data scientists, quantitative analysts, and software developers interested in algorithmic trading limits. Distributed under the GPL-3.0 license, it stands as an empirical research project featuring 66 pre-registered tests. The author uses three identical triple pendulums to illustrate how sensitivity to initial conditions creates chaotic divergeance, invalidating simplistic correlation models.