Interactive Marimo notebooks exploring math, algorithms, and systems concepts. Each notebook runs in the browser as a self-contained WASM application.

DeFi

  • Constant-Product AMM — interactive explorer for the xy=k invariant, price impact, and fee accumulation
  • Impermanent Loss — IL derivation, the short-straddle analogy, and fee break-even simulation
  • Bonding Curves — curve shapes, cost integrals, virtual AMM mechanism, and Pump.fun lifecycle simulation
  • LP Profitability — break-even frontier, profitability heatmap, and fee-vs-IL race simulation
  • Options Basics — calls, puts, straddles, and the LP analogy
  • The Greeks — delta, gamma, and the LP-gamma connection
  • Realized & Implied Volatility — computing vol, rolling windows, LP break-even, and the “selling volatility” analogy

Market Microstructure

Math

1 item under this folder.