Projects
I’m documenting work with a bias toward quant dev skills: clean APIs, reproducible experiments, and explicit assumptions.
Event-Driven Backtest Engine
A shipped, correctness-first event-driven backtesting engine in TypeScript: deterministic replay, explicit execution assumptions, testable boundaries.
TypeScriptBacktestingArchitecture
- Clear interfaces for strategies + execution models
- Deterministic testing with fixtures
- Focus on correctness before speed
Market Microstructure Notebook
Notes + small experiments: spreads, order book dynamics, slippage, and common execution metrics.
MicrostructureExecutionResearch
- Defines metrics (spread, effective spread, realized spread)
- Small simulations to compare naive vs TWAP-like execution
Vol Surface Playground
A small interactive demo: implied vol smile inputs → interpolated surface → Greeks (later).
OptionsMathVisualization
- Simple UI and charts
- Emphasis on explaining assumptions