Black–Scholes Pricer
Options pricing with Greeks visualization
Interactive options pricer with 3D surface plots, payoff diagrams, and real-time Greeks updates as spot price shifts.
TypeScriptQuantOptions
Portfolio
Projects & experiments
Late-night quant sketches and toy models from Sharvil — the stuff I build when I'm curious, not when I'm shipping for a customer. For the serious vertical SaaS, head to Products.
IV Surface Visualizer
3D implied volatility surface exploration
Interactive 3D visualization of the implied volatility surface. Explore how IV varies across strikes and expirations with volatility smile and term structure cross-sections.
3DQuantOptions
Mean-Variance Optimizer
Markowitz efficient frontier visualization
Interactive Markowitz portfolio optimization with efficient frontier, Capital Market Line, and comprehensive risk metrics (Sharpe, VaR, CVaR, Beta).
FinanceOptimizationReact
Binomial Tree Visualizer
CRR lattice with live backward induction
An interactive tree that walks backward through the lattice so you can see how each node pulls value from the next time step.
VisualizationOptions
Genetic Portfolio Optimizer
Evolution over weight constraints
Heuristic search over allocation weights with real-time evolution visualization — populations, mutations, and fitness on a constraint surface.
OptimizationGenetic Algorithms
Agent Execution Debugger
Step through AI agent traces
Interactive tool for debugging AI agent execution traces. Inspect thought processes, tool calls, and action sequences with token usage and cost tracking.
AIAgentsDebugging
RAG Pipeline Builder
Visual retrieval-augmented generation
Interactive RAG pipeline visualization — document ingestion, chunking, embedding generation, and similarity search with 2D vector projections.
RAGAIEmbeddings
Prompt Version Control
Git for LLM prompts
A git-like version control system for prompts. Track changes, diff versions, auto-extract variables, and test with live substitution.
LLMToolingPrompts
Neural Network Visualizer
Train neural nets from scratch
Build and train neural networks with no ML libraries. Watch forward propagation, backpropagation, and gradient descent with live decision boundary visualization.
MLNeural NetworksFrom Scratch
Pathfinding Visualizer
A*, Dijkstra, BFS, DFS in action
Interactive visualization of classic pathfinding algorithms. Draw walls, generate mazes, and watch algorithms explore grids in real-time.
AlgorithmsVisualization
SAT Solver
Visual DPLL algorithm
A visual Boolean satisfiability solver implementing DPLL. Step through unit propagation, pure literal elimination, and backtracking.
LogicAlgorithmsSAT
USACO Writeups
Competitive programming solutions
Interactive collection of USACO problem solutions with detailed explanations, complexity analysis, and clean C++ implementations.
USACOCompetitive ProgrammingC++
Ray Tracer
Path tracing from scratch
Real-time path tracer built in TypeScript with no graphics libraries. Reflections, refractions, soft lighting, and Fresnel effects.
GraphicsRay TracingFrom Scratch
Swarm Intelligence
Boids flocking simulation
Interactive visualization of the Boids algorithm. Watch emergent flocking behavior arise from three simple rules: separation, alignment, cohesion.
SimulationEmergenceBoids
Robotic Arm IK
Inverse kinematics visualizer
Interactive inverse kinematics for multi-joint robotic arms. Drag the target and watch FABRIK or CCD algorithms compute joint angles in real-time.
RoboticsIKFABRIK
2D SLAM Simulation
EKF-SLAM visualization
Interactive SLAM simulation using Extended Kalman Filter. Watch a robot build a map while localizing itself, with uncertainty ellipses showing estimation confidence.
SLAMEKFRobotics
Drone Path Planning
3D A* with obstacle avoidance
3D visualization of autonomous drone navigation using A* pathfinding. Watch the drone plan and execute flight paths through obstacle fields with Catmull-Rom spline smoothing.
Drones3DPath Planning
Need something customer-ready? That lives here. Curious about the person behind the keyboard? About me.
About me