LuxiQuant Risk State Engine · Risk Runtime v0.4.0
A state-maintenance and control layer for numerical risk matrices.
Sophisticated quant firms already use incremental risk systems, caches, snapshots, lineage and reconciliation processes, and authoritative rebuilds. LuxiQuant adds a narrow control layer around the scenario-by-position matrices those systems already produce; it does not replace pricing, full revaluation, or the customer's existing risk infrastructure.
The handoff is a matrix, not your model
Customers keep their models, market data, pricing logic, scenario generation, trading logic, methodology, and authoritative rebuild process. Where technical integration requires it, Luxi receives canonical little-endian f64 values in scenario-major form.
Maintain and reconcile state
Luxi applies declared updates to the matrix state and compares incremental histories with authoritative fresh rebuilds.
Reproduce the final state
The Luxi State Equivalence Contract requires incremental and fresh-rebuild paths to reach the same Luxi numerical state and authenticated result for the same final matrix.
Measure update and authentication cost
Update shape, CPU state-maintenance work, and optional GPU authentication are measured as distinct costs.
Carry supporting lineage
Declared contracts, hashes, and incremental lineage can be bound in a signed, independently verifiable record. The receipt supports the control layer; it is not a regulatory opinion.
The Luxi State Equivalence Contract
Incremental updates must produce the same Luxi numerical state and authenticated result as a fresh rebuild of the same final matrix. Tested update histories ending at that matrix must converge on the same Luxi state and output hash. Fresh rebuilds remain authoritative comparators and reconciliation mechanisms; Luxi does not claim to eliminate them.
CPU computation, optional GPU authentication
Canonical CPU path
CPU computes hierarchical Neumaier totals, empirical VaR/ES, and tail state.
Optional NVIDIA path
CUDA hashes canonical two-dimensional Merkle tiles on a resident mirror. It does not price, generate scenarios, compute VaR/ES, move arbitrary quant code, or accept a customer-owned CUDA pointer.
On a 1 GB resident state, 10% scatter authentication was about 11.1× faster on H100 NVL than CPU hashing with matching roots. Tiny and column updates stayed on CPU. This is internal H100 NVL evidence; H200 and B200 are unmeasured for Risk Runtime.
Evaluate Risk State Engine directly from OCaml
The evaluation package now includes an OCaml library over the existing C ABI. It brings Risk State Engine into an OCaml workflow without exposing customer models or changing the core runtime contract.
Native workflow integration
Use handle lifecycle, Bigarray ingest, v0.3 ingest, incremental apply_cell and apply_column updates, signed receipt access, and accelerator enablement through the same interface. A dune file is included for integration into a dune workspace.
Verified against the runtime
CPU Rust tests remain 39/39. The OCaml test covers the tiny 4×2 fixture, receipt verification, v0.3 ingest, cell and column updates; the demo matches the C fixture. When CUDA is not built and enabled, accelerator enablement correctly returns unsupported.
Technical note. Production packaging conveniences such as opam distribution, snapshot and batch helpers, CI packaging, and CUDA control from OCaml are still being expanded.
Paid confidential evaluation
Risk Runtime v0.4.0 is proprietary and has no public download. The default evaluation binary has CUDA off unless explicitly rebuilt with CUDA. An evaluation defines the workload, State Equivalence Contract, hardware, comparator, and acceptance criteria, then reports only what that protocol measures.
Separate public demonstrations
LuxiBook v0.2.1
The downloadable public receipt and determinism demonstration. Its option-pricing CPU/CUDA evidence is not evidence that Risk State Engine numerical aggregation runs on those GPUs.
LuxiRisk v0.2
A preserved public offline position-sizing demonstration outside the institutional Risk State Engine sales path.