Projects

Oceanfront Hardware

A B2B checkout-first storefront, built and still maintained end to end.

Website
  • Took the client from offline sales to a storefront their trade customers can actually order through, as the only engineer on it.
  • Took the client through their own product catalogue, resolving inconsistencies that were quietly keeping products out of search results and category pages.
  • Server-rendered for indexability; search returns in ~20 ms, down from 700, with typo tolerance across the catalogue.
Languages:Typescript
Frontend:Next.js
Backend:StrapiMeilisearch
Services:Stripe
Throughput benchmark: pyvolr vs fast-vollib, opengreeks, and the wider BSM ecosystem, log-log by array size on an Apple M4 Pro
Throughput vs the active BSM ecosystem (log-log, by array size)
Implied-vol tail accuracy: pyvolr stays f64-exact down to option prices of 1e-215 while faster libraries fall to zero correct digits between prices of 1e-6 and 1e-26
Implied-vol accuracy deep in the tail (correct digits, higher is better)

pyvolr

A Python library for Black-Scholes-Merton and Black-76 pricing, all five Greeks, and implied volatility -- fully vectorised over NumPy and drop-in compatible with `py_vollib`/`vollib`.

GitHub
  • Fastest in the active BSM ecosystem at scale: 1M implied-vol solves run ~2x faster than fast-vollib's numba backend and ~12x faster than opengreeks, and 1M strikes price in ~4 ms -- on a Rust core exposed via PyO3, parallelised with rayon, and still sub-microsecond on scalar input.
  • Stays f64-exact down to option prices of 1e-215, where fast-vollib, opengreeks and quantforge all begin returning silently-wrong constants -- Jackel's "Let's Be Rational" solver over an `erfcx`-based normal CDF, pinned against an mpmath golden ladder and differential-tested in CI.
  • Wheels for Python 3.10-3.14 across Linux, macOS and Windows, including free-threaded 3.13t and 3.14t builds, published through PyPI Trusted Publishing with no stored credentials -- plus `py_vollib` and `py_vollib_vectorized` shims that migrate existing users in one import line.
Languages:RustPython
Other:PyO3NumPymaturin

Secrets Spotter

An open-source CLI and Chrome extension that detects exposed secrets in files, directories, stdin, web pages, and network traffic -- powered by a shared Rust core.

GitHub
  • Built a unified Rust detection engine with 60+ patterns (AWS, GitHub, Stripe, JWTs, private keys, and more) plus false-positive filtering via Shannon entropy, character-class diversity, and code-identifier rejection -- shared across the CLI and browser extension from a single core.
  • Shipped a CI/CD-ready CLI with SARIF output for GitHub Code Scanning, JSON mode for automation, and glob and severity filters.
  • Engineered a WASM-powered Chrome extension that scans DOM content and intercepts fetch, XHR, WebSocket, SSE, and cookies through a MAIN-world interceptor, with SHA-256 deduplication and automatic re-scan on SPA navigations -- all fully local.
Languages:RustJavaScript
Frontend:Chrome Extension
Other:WebAssembly

Secrets Spotter

Scanning page...
86 scanned, 0 skipped (cookie: 6, dom: 15, fetch: 65)
2 secret(s) detected
High: 1|Medium: 1
JWT Token[DOM]
eyJhbGciOiJIUzI1NiIsInR5cCI6Ikp...
JWT decode
{
  "alg": "HS256",
  "typ": "JWT"
}
{
  "sub": "1234567890",
  "name": "John Doe",
  "iat": 1516239022
}
PostHog API Key[DOM]
phc_SrqtLbDe...
Debug Log