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Denzell Twerdohlib.dev

Quant Lab

This section is for small, shippable demos. The goal is to show how I think: define a model, state assumptions, write code that’s testable, and present results clearly.

Execution Cost Sandbox (coming soon)

Compare naive market orders vs. simple slicing. Visualize slippage assumptions.

What it demonstrates

  • Modeling assumptions clearly
  • A/B comparison mindset
  • Readable code + UI

Order Book Simulator (coming soon)

Toy L2 book: submit/cancel orders and observe spread + queue position.

What it demonstrates

  • Event-driven design
  • State machines
  • Performance awareness

Vol Smile Interpolation (coming soon)

Input strikes/IVs and see the curve and basic arbitrage checks.

What it demonstrates

  • Numerical thinking
  • Edge cases
  • Visualization