Interactive Labs
Production Quant Labs
Live computation, real-time charts, verifiable challenges, and interview questions written to senior quant standards. Not toy models — production-grade engines you can inspect and challenge.
Labs are the highest-signal layer of the platform. Every challenge you solve is observable. Every answer you write is benchmarkable. This is not a course you complete — it is work product you produce.
Four ways to go deeper
Article
Theory and derivation
Rigorous derivation, model setup, assumptions, limitations, interview angle. 15–25 min read.
Notebook
Python illustration
Executable Python notebook. Reproducible results, convergence tables. 30–60 min.
Interactive Lab
Live engine + challenges
TypeScript engine, real-time charts, verifiable challenges, interview Q&A. 30–90 min.
Challenge
Verifiable problems
Graded against the engine. XP rewards. Contributes to your hiring signal. 10–30 min.
Workflow
How to use a Lab
01
Read the theory
Each lab links to a rigorous article. Build the mathematical foundation before touching the controls.
02
Explore the controls
Manipulate parameters and watch the model respond in real time. Develop intuition before answering anything.
03
Work the challenges
Verifiable problems graded by the engine. Prove you understand — not just that you read.
04
Answer interview questions
L1 / L2 / L3 prompts with model answers are built into every lab. Benchmark against senior quant standards.
05
Build your profile
Completed labs and challenges contribute to your observable skill profile. Employers see what you can do, not what you claim.
Live now
Production Labs
Full interactive labs with live engines, real-time Plotly charts, verifiable challenges, and interview questions written to L1 / L2 / L3 depth. All production-grade.
Brownian Motion & Quadratic Variation
Stochastic Calculus · Wiener Process · QV = T
Construct standard Brownian motion from its axioms, prove and visualize that the quadratic variation equals T almost surely, and understand why this single fact forces the Itô correction in stochastic calculus.
Conditional Expectation as an L² Projection
Probability · Projection · Regression
Explore how E[X|Y] is the orthogonal projection onto L²(σ(Y)): the minimal MSE predictor that exhausts all information in Y. Verify the projection theorem numerically via an information ladder and orthogonality diagnostics.
Heston Calibration Cockpit
Stochastic Vol · Characteristic Function · Levenberg-Marquardt
Calibrate the five Heston parameters to a market implied vol surface. Watch residuals collapse as Levenberg-Marquardt iterates, explore parameter sensitivity and degeneracy, and understand why calibration is the hardest part of volatility modelling.
Black-Scholes Explorer
Options · Greeks · Implied Volatility
Price European calls and puts under Black-Scholes-Merton, examine all five Greeks analytically, and explore the price surface across spot and volatility. Includes put-call parity verification, the BS PDE invariant, and implied vol inversion.
Labs and hiring
Observable skill signal
Challenge completions, challenge scores, and interview answer quality feed directly into your candidate profile. Employers see work product, not self-reported competencies.
Interview prep
L1 / L2 / L3 depth
Every lab includes interview questions at three levels: L1 (junior quant), L2 (senior quant), L3 (quant researcher). Model answers are benchmarked against real desk standards.
No toy models
Production-grade engines
Every engine is pure TypeScript with stated assumptions, documented conventions (day count, compounding, units), and numerical sanity checks. The code survives contact with a real derivatives desk.
The 5 Platform-Defining Labs
These are the modules that define what Brownian Bridge™ is. Each requires 45–90 minutes to complete properly. A senior quant can spend an afternoon with any one of them without finding it trivial. These are not tutorials — they are the work.
Volatility Smile Laboratory
The most-encountered artefact in derivatives quant work — live and interactive. Risk-reversal / butterfly decomposition, Breeden-Litzenberger density, real-time arbitrage checks.
Longstaff-Schwartz Exercise Explorer
Watch the LSMC regression at each exercise date, the continuation value evolving backward in time, and the early exercise boundary crystallising from thousands of paths.
Market Making Simulator
Simulate a market maker setting bid/ask quotes under inventory risk in real time. Watch spreads widen with inventory imbalance. Directly relevant to prop and HFT interviews.
Almgren-Chriss Execution Engine
Optimise a liquidation trajectory trading off market impact against price risk. Efficient frontier of execution strategies — no platform shows this live.
Phase 1 — In development
Next 8 Labs
P0 priority modules from the productization roadmap. Building across months 1–4.
GBM Path Simulator
MediumEuler-Maruyama discretisation, log-normal terminal distribution, and convergence of moments. Gateway module for every Monte Carlo topic.
Phase 1
MC European Pricer
MediumPrice European options via Monte Carlo and verify convergence to the BS closed-form.
Phase 1
Variance Reduction Engine
HardAntithetic variates, control variates, and stratified sampling compared side-by-side. Live convergence rates. Asked in every quant developer interview.
Phase 1
Greeks Surface Explorer
MediumLive 3D surfaces for all five Greeks across (S, σ) and (S, T). BS PDE residual as a sanity check.
Phase 1
P&L Attribution Waterfall
MediumDecompose daily P&L into δΔS + ½ΓΔS² + θΔt + νΔσ + unexplained. The Taylor expansion made tangible.
Phase 1
Heston Path Simulator
HardFull-truncation Euler for the CIR variance process. Characteristic function pricing. Prerequisite for Heston calibration.
Phase 1
Limit Order Book Visualizer
MediumAnimated order book: bids and asks updating as orders arrive and cancel. Bid-ask spread, depth, and order flow toxicity displayed live.
Phase 1
SVI Volatility Surface Parametriser
HardIndustry-standard smile parametrisation for equity and FX desks. Five SVI parameters with real-time butterfly and calendar arbitrage checks.
Phase 1
163 curriculum modules
Not every module has an interactive lab yet — but all have rigorous articles, quizzes, and executable Python notebooks. Labs are the deepest layer. The curriculum is the full map.