The Lab · Oscar Choi

~/lab/ai-quant-research/work-graph.plan

A gated build

The centrepiece build's rule: a task is done when its gate passes, not when an agent says so. Run the gates in order, plant a bug in task 4 and watch its gate send it back with evidence while the review waits.

SYNTHETIC five-task chain; a simplified illustration of the work graph, not its code.the project code

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~/lab/ai-quant-research/guard.sh

Command guard

Type a shell command. The guard parses it like a shell would and blocks the destructive shapes; anything it cannot parse is blocked too, because it fails closed.

Your input only, judged by the unmodified guard.py from agent-harness, running in your browser as Python compiled to WebAssembly.the project code

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~/lab/ai-quant-research/retrieval.bm25

Search this site

The lexical half of a retrieval stack: BM25 ranks passages by how rare each query word is and how often it appears, with repeats saturating and long passages normalised. Ask this website a question and read why each hit ranks where it does.

This website's own write-ups, indexed in your browser. The idea of the vault's full-text search, not its code; its vector half is not shown.the project code

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~/lab/ai-quant-research/lookahead.bt

Look-ahead bias

One trend rule, two backtests. Decide from yesterday's return and it is a coin-flip business. Let it peek at today's return and it never has a losing day.

SYNTHETIC returns from a seeded random walk.the project code

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~/lab/ai-quant-research/orderbook.replay

Order-book replay

A price-time-priority matching engine replays seeded order flow event by event.

SYNTHETIC order flow.the project code

open the full experimentOrder-book replay

~/lab/ai-quant-research/rank-ic.lab

Choose on validation

Four signals scored by rank IC on train and validation. The test window stays sealed until one has been chosen, then opens for that one only.

SYNTHETIC panel of assets with a little momentum.the project code

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~/lab/ai-quant-research/quotes.sim

Market making

Quote a bid and an ask around a drifting fair value. Widen the spread to earn more per fill; skew the quotes against your inventory to stop it running away. Same lesson as IMC Prosperity's market-making rounds.

SYNTHETIC fair value and takers.the project code

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~/lab/ai-quant-research/candle-timing.audit

Candle timing audit

A 5-minute candle's close is only known when the candle ends. Stamp candles at their open instead and a rule that reads the latest candle reads the future. The availability audit checks every read against when its data was really known.

SYNTHETIC candles; the idea of the earlier experiment's audit, not its code or data.the project code

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~/lab/qts-platform/point-in-time.read

Point-in-time reads

Read the same history two ways: only what was known then, or the latest corrected values. Move the cutoff and see exactly when a late correction would leak future information into a study.

SYNTHETIC store of a few invented fields.the project code

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~/lab/qts-platform/race.commit

Lost updates

Writers each read a record, work, then write it back plus one. With last-write-wins, a write that lands in between is silently overwritten. With compare-and-swap, a stale writer re-reads and retries, so every update survives. The same reason the platform's race test counts commits kept.

SYNTHETIC writers and a seeded scheduler; an illustration of the idea, not the platform's code.the project code

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~/lab/qts-platform/revision.workbench

Research data workbench

Bring your own version records. Edit or import a CSV, run an as-of query, explore the publication timeline and export a result with its source lines. See exactly which corrections a historical read must withhold.

REAL computation in your browser over editable synthetic examples or your local input. No upload; an independent teaching tool, not private platform code.the project code

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~/lab/fatqat/warm-call.recorded

What does the GPU return?

A small observable or the entire state: what you ask the simulator to return changes the transfer cost. Explore the archived warm-call measurements, then inspect the baseline and method behind each comparison.

RECORDED historical measurements from the public repository. Selection and ratios run here; no GPU benchmark runs in your browser.the project code

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~/lab/fatqat/complex-product.kahan

Compensated products

FatQat's default GPU arithmetic, computed for real: a·b − c·d rounded plainly and with Kahan's algorithm, each measured against the exact value. Try nearly cancelling inputs, then typical ones.

Computed exactly in your browser: a BigInt reference, no recorded results.the project code

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~/lab/fatqat/statevector.sim

Qubit sandbox

A state vector holds one amplitude per basis state and every gate updates all of them. Apply gates and watch the amplitudes; colour shows phase. The real backend does this for thousands of times more amplitudes, on a GPU.

Computed exactly in your browser (2 to 4 qubits).the project code

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~/lab/competitions/drift-gate.kf

Kalman drift gate

In the final two Prosperity rounds, which I coded, a Kalman filter replaced a fixed-window drift gate, so a drift signal is used only when its slope is clearly away from zero. Turn up the noise: the fixed window starts calling drift everywhere, the Kalman gate stays quiet until the drift is real.

SYNTHETIC market with one real drift; a simplified illustration of the idea, not the team's competition code.the project code

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~/lab/competitions/legal-moves.policy

Legal-move masking

The policy scores every option; illegal ones are masked before the softmax so probability only lands on moves the engine allows. Toggle legality and temperature.

Invented scores for one prompt.the project code

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~/lab/final-year-project/decision-gate.sim

Decision gate

An agent proposes actions; the gate abstains on the risky ones. Set how many rule breaks you will tolerate and the threshold is calibrated to meet it.

SYNTHETIC actions; a simplified illustration of the idea, not the project's model.the project code

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~/lab/ai-quant-research/quant-system.blueprint

Quant-system blueprint

Nine typed stages for a quantitative research and trading system, each with a contract to pass. Crypto is the worked example here; explore three recorded experiments behind the rules, each against a control.

SYNTHETIC and public Binance data from the crypto worked example's recorded results. Other asset classes are not demonstrated here.the project code

open the full experimentQuant-system blueprint

~/lab/supporting-work/many-formulas.lab

The multiple-testing trap

Search more random formulas and the best one looks better on the data you searched, and no better on data you did not. Why a search needs a sealed test and a random control.

SYNTHETIC panel; every candidate is noise by construction.the project code

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~/lab/coursework/dna.channel

DNA channel

Write a UTF-8 message as DNA, two bits per base, then let a noisy channel substitute, insert and delete bases and read it back with no correction. A substitution can damage the text; one deletion shifts the later byte boundaries.

SYNTHETIC seeded channel over your own text; the idea behind the simulator, not its code.the project code

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~/lab/maths/intervals.check

Interval clash checker

Explore interval overlap with a synthetic weekly schedule. Add or remove sections: an overlapping interval is refused and the exact clash is named. This is an independent algorithm exercise.

SYNTHETIC sections (invented codes and times).code

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~/lab/maths/option-surface.3d

Option surface in 3D

Black–Scholes as a landscape: call price, delta, gamma, vega or theta over stock price and time to expiry, or an implied-volatility surface with its smile and skew. Drag to turn it; move the sliders and watch it reshape.

Exact formulas computed in your browser: Black–Scholes for a European option, SSVI for implied volatility.code

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~/lab/site/fourier.portrait

Fourier portrait

Rotating circles redraw a line portrait. Draw your own shape or trace your own photo, in your browser.

My photo as one closed path; yours never leaves the page.code

open the full experimentFourier portrait

~/lab/site/harbour.live

The harbour

A city drawn from a simulated market, over a live order book: pick the kind of market for the skyline, and ETH, BTC or SOL for the water.

Skyline: synthetic, seeded order flow through my matching engine. Water: Binance's public market-data stream.code

open the full experimentThe harbour