Live things I've built.

Quant Finance / Research Tool

Backtest Overfitting Detector

Interactive app that demonstrates how attractive trading backtests can be false positives when many strategy variants are tested. It uses randomized strategies, train/test splits, Deflated Sharpe Ratio, and PBO-style diagnostics.

• Quant Research
• Backtesting
• TypeScript
• React
• Statistical Testing

Quant Finance / Derivatives Research

Market-Implied Probability Explorer

Interactive options research app that extracts a market-implied probability distribution from option prices. The tool uses option-chain cleaning, volatility-smile smoothing, Black-Scholes pricing, and the Breeden-Litzenberger relationship to estimate downside, upside, and range probabilities at expiration.

• Options Pricing
• Risk-Neutral Density
• Black-Scholes
• Breeden-Litzenberger
• Quant Finance
• TypeScript
• React
• Data Visualization