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.

4live now
12in Phase 1
163curriculum modules

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.

4 live
MC LabStochastic Calculus

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.

Stochastic Calculus
#Stochastic Calculus#Brownian Motion#Quadratic Variation#Itô Calculus
Medium35 min4 charts5 challengesCore hiring signal
Interactive VizProbability & Statistics

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.

Probability & Statistics
#Probability#Projection#Regression#LSMC
Hard30 min5 charts5 challengesCore hiring signal
Calibration LabCalibration

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.

Calibration & Implied VolDerivatives Pricing
#Volatility Modelling#Calibration#Stochastic Volatility#Derivatives Pricing
Expert90 min5 charts4 challengesCore hiring signal
Pricing LabDerivatives Pricing

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.

Derivatives PricingRisk & Greeks
#Derivatives Pricing#Greeks#Options#Implied Volatility
Medium45 min6 charts5 challengesCore hiring signal

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.

★ FlagshipPhase 1 — Priority P0

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.

Calibration Lab
Hard

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.

★ Flagship
60 min·Phase 1
MC Lab
Hard

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.

★ Flagship
75 min·Phase 1
Execution Sim
Hard

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.

★ Flagship
60 min·Phase 1
Execution Sim
Hard

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.

★ Flagship
60 min·Phase 1

Phase 1 — In development

Next 8 Labs

P0 priority modules from the productization roadmap. Building across months 1–4.

MC Lab

GBM Path Simulator

Medium

Euler-Maruyama discretisation, log-normal terminal distribution, and convergence of moments. Gateway module for every Monte Carlo topic.

35 min

Phase 1

MC Lab

MC European Pricer

Medium

Price European options via Monte Carlo and verify convergence to the BS closed-form.

40 min

Phase 1

MC Lab

Variance Reduction Engine

Hard

Antithetic variates, control variates, and stratified sampling compared side-by-side. Live convergence rates. Asked in every quant developer interview.

50 min

Phase 1

Interactive Viz

Greeks Surface Explorer

Medium

Live 3D surfaces for all five Greeks across (S, σ) and (S, T). BS PDE residual as a sanity check.

40 min

Phase 1

Interactive Viz

P&L Attribution Waterfall

Medium

Decompose daily P&L into δΔS + ½ΓΔS² + θΔt + νΔσ + unexplained. The Taylor expansion made tangible.

35 min

Phase 1

MC Lab

Heston Path Simulator

Hard

Full-truncation Euler for the CIR variance process. Characteristic function pricing. Prerequisite for Heston calibration.

55 min

Phase 1

Execution Sim

Limit Order Book Visualizer

Medium

Animated order book: bids and asks updating as orders arrive and cancel. Bid-ask spread, depth, and order flow toxicity displayed live.

40 min

Phase 1

Calibration Lab

SVI Volatility Surface Parametriser

Hard

Industry-standard smile parametrisation for equity and FX desks. Five SVI parameters with real-time butterfly and calendar arbitrage checks.

55 min

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.