← Playgroundcanvas · 2026

Vol surface toy

Move to rotateTap to rotate

An implied-volatility surface in the shape KOSPI 200 options usually take: a skew toward low strikes that flattens with maturity. Move across it to rotate and tilt; the surface breathes slightly, the way a real one drifts through a session.An implied-volatility surface in the shape KOSPI 200 options usually take: a skew toward low strikes that flattens with maturity. Tap around it to rotate and tilt; the surface breathes slightly, the way a real one drifts through a session.

I build point-in-time market data infrastructure; models for nonstationary, multivariate series; systems that catch themselves being wrong; and the tools I kept wishing already existed.

Half the methods I use were invented for something else: earthquakes, missile guidance, machine translation. I keep an eye on where else they might fit, and check whether they transfer before building on them.

Vol surface toy

I BUILDI build point-in-time market data infrastructure; models for nonstationary, multivariate series; systems that catch themselves being wrong; and the tools I kept wishing already existed.

Half the methods I use were invented for something else: earthquakes, missile guidance, machine translation. I keep an eye on where else they might fit, and check whether they transfer before building on them.

Vol surface toy

I build point-in-time market data infrastructure; models for nonstationary, multivariate series; systems that catch themselves being wrong; and the tools I kept wishing already existed.