Statistical volume anomaly detection for trade streams - Hawkes process, CUSUM, and Bayesian Online Changepoint Detection (BOCPD). Zero dependencies. TypeScript.

Changepoint detection toolkit for offline and online in Rust with Python bindings

Ultra-fast Bayesian Online Change Point Detection in C. Hand-tuned AVX2 assembly delivers 3 million observations/sec: that's 33x faster than naive and 4,100x faster than Python. Sub-microsecond latency, full numerical precision, production-ready.

Bayesian changepoint detection for insurance pricing — BOCPD and PELT, exposure-weighted Poisson-Gamma, UK regulatory event priors, Consumer Duty reports