Hi there
The device you see in my picture is an electrode for a CES (Cranial Electrotherapy Stimulation) machine that I built from an arduino.
It's a pretty simple device actually - you can generate biphasic square waves by just toggling 2 pins on the arduino's output so 1 is high and the other is low, then swapping every few ms - the delay between the swap determines the output frequency.
Most sources say 0.5 to 2.0hz is ideal for relieving anxiety/depression and boosting focus and i'd agree with them. If you build such a device yourself please take care to use a few resistors on the output, you should just barely feel the current when applied to the electrodes.
Also, disclaimer: don't build any sort of device that interacts with your body based on what I say - i'm not a doctor or anything, i'm just some guy on the internet.