Things I built
Projects.
Small working models. Each one runs here in the browser, comes with tests, and uses synthetic data.
Water value
A small stochastic hydrothermal model that shows how a power price can come out of an optimization.
Mexico’s 100 critical hours
The rule of Mexico’s capacity balance market, applied to a synthetic hourly power system.
Delta hedge lab
A Monte Carlo study of what a delta-hedged option earns, and how much of the result is noise.
Pricer mutation lab
Sixteen realistic bugs injected into a Black-Scholes pricer, and which tests actually catch them.