Work

• Oracaus · SVI vol-surface render alignment in React

  A React substrate that commits (input, output) frames from one snapshot, so heavy client-side compute against streaming inputs never paints a surface the market never held.

  • Live demo

    Two panels fit a vol surface against a ticking option chain. Trigger the vol shock and watch the naive panel tear while the substrate holds.

  • npm · @oracaus/coherent-derivation

    The hook useCoherentDerivation: commits each (input, output) pair atomically from one snapshot. About 3 KB gzipped, property-tested against thousands of random op-sequences.

  • Source

    The monorepo: the library, the demo, and the SVI fitting pipeline.