Core builds

An on-chain combinatorial market maker for prediction markets. One shared liquidity pool that prices arbitrary multi-leg and conditional claims coherently instead of quoting them by RFQ.

Pricing is an LMSR cost function, factored so arbitrary Boolean combinations across events stay coherent rather than being quoted one leg at a time. The factored state carries up to 32 binary events at treewidth 2 or lower, and on-chain quoting is conservative fixed-point with explicit error bounds, so a quote is never optimistic about its own precision. A single collateral pool backs base and composed claims at the same time, and base events wrap to ERC-20 so they can anchor against a Kuru CLOB. Rust computes the reference pricing and Solidity enforces execution, which keeps the maths auditable separately from the accounting.

• rust
• solidity
• foundry
• lmsr
• fixed-point
• kuru clob

An agentic coding IDE built for small open-weight models.

Built to a hard constraint: every model anywhere in the pipeline is 80B parameters or fewer, on free-tier, pay-as-you-go or local hardware. A planner splits an objective into at most four narrowly scoped steps and each agent sees only the context its own step needs. Retrieval reads real code through the TypeScript compiler API and tree-sitter across Python, Go, Rust, C and C++, then ranks candidates with PageRank over the call graph. The router places every request on task complexity, context fit, cost, spend so far and rate-limit cooldown, and never hides which model took which piece of work. Compaction folds context deterministically rather than asking a model to summarize itself, and twelve safeguards, including a Merkle state tree, catch loops before they burn tokens.

Team lead

• rust
• typescript
• electron
• react
• tree-sitter
• pagerank

A concentrated liquidity market maker on Solana, built as the teaching vehicle for a two-week camp.

Liquidity concentrates into geometric price ranges instead of spreading thin across the whole curve, which is where the 4000x comes from. Prices are Q64.96 fixed-point and the invariant solves by Newton-Raphson, holding 18 decimals exactly without drifting or overflowing 256 bits. Positions index through a 256-bit TickBitmap so crossing ticks stays cheap no matter how sparse the book is. Rust on Anchor, taught from first principles over two weeks.

Mentor, two-week Programming Club camp

• rust
• anchor
• solana
• Q64.96
• newton-raphson
• tickbitmap

DeFi evidence, explained.

Works out what a vault position actually represents by walking nested Morpho V1/V2 and ERC-4626 layers with bounded integer attribution. Every number is labelled by how it was obtained: observed over RPC, derived by calculation, priced from Chainlink, or checked against The Graph, and each one carries its source identity, block number and capture time. Comparing RPC against indexed data surfaces disagreements rather than quietly picking a winner. The same evidence is exposed to agents over HTTP and MCP.

• typescript
• react
• vite
• node
• the graph
• chainlink
• zod
• mcp

Zero-day futures with an off-chain matcher and an on-chain risk boundary.

An Axum matcher keeps the order book off-chain and accepts EIP-712 signed orders, so a trader's intent stays verifiable without anyone having to trust the matcher. Risk checks run alongside it against simulated oracle feeds, and settlement scaffolds into Arbitrum Stylus contracts so the hot path stays in Rust end to end.

• rust
• axum
• eip-712
• arbitrum stylus

Statistical arbitrage on cointegrated pairs, backtested against a simulated order book.

Pairs are selected by Engle-Granger cointegration with Augmented Dickey-Fuller tests for stationarity, then traded on a Z-score framework under enforced liquidity constraints. A second model classifies microstructural regimes out of Shannon entropy, realized volatility and the Hurst exponent, tuned by particle swarm optimization, so the strategy switches behaviour instead of assuming one regime forever. All of it runs on an event-driven limit-order-book backtester that simulates order-depth variation and trade log execution.

• python
• numpy
• pandas
• cointegration
• hurst exponent
• pso