/01Completed notebook
Options research · 2026
SPX volatility surface
A learning project that reconstructs an implied-volatility surface from a snapshot of SPX option quotes.
PythonOptionsBlack–76
Open project ↗All projects
Things I've built
while learning.
Some are notebooks, some are experiments and some are small tools. They are here to help me remember what I understood — and what I still need to learn.
/02Completed notebook
Numerical methods · 2026
Black–Scholes & Heston
A numerical experiment exploring how stochastic volatility changes option smiles and surfaces.
HestonMonte CarloPython
Open project ↗/03Completed notebook
Time-series research · 2026
Dynamic hedge ratios
A comparison of Kalman filtering, static OLS and rolling OLS for a relative-value strategy between US and European energy equities.
Kalman filterOLSWalk-forward
Open project ↗/04Interactive prototype
Interactive applications · 2026
G10 FX option pricer
A browser-based tool for constructing vanilla FX option strategies and inspecting indicative premium, Greeks and expiry P&L.
FX optionsJavaScriptGreeks
Open project ↗/05Completed notebook
Market-regime research · 2026
SPX market regimes
A causal walk-forward experiment using a Hidden Markov Model to organise SPX market conditions into four interpretable risk regimes.
Hidden Markov ModelWalk-forwardRisk regimes
Open project ↗/06Live dashboard
Interactive applications · 2026
Midterm Control Room
An interactive dashboard for following the races that could determine control of the U.S. House and Senate.
U.S. electionsPrediction marketsNews
Open project ↗+
Room for whatever comes next.
When a new question turns into something worth keeping, it can simply find its place here.