The Order Book: How Price is Actually Born
A hands-on look at how a limit order book works — matching engines, price discovery, support and resistance zones — with a live simulation you can drive yourself.
Long-form writing on mathematics, algorithms, and software.
A hands-on look at how a limit order book works — matching engines, price discovery, support and resistance zones — with a live simulation you can drive yourself.
WebGL lets you run shaders in the browser — and that's genuinely magical. But using it for arbitrary GPU computation quickly reveals a thicket of constraints that OpenCL and WebGPU were designed to escape.
A deceptively simple question — what is the probability that a random chord of a circle is longer than the side of its inscribed equilateral triangle? — has three different correct answers depending on what 'random' means.
A deep dive into synthetic stock price generation — from naive coin-flip random walks, through Gaussian distributions and fat tails, to a simulated order book — and how candlestick pattern analysis reveals the gap between each model and reality.
A deep-dive into automatic differentiation: symbolic vs. numerical vs. AD, AST transformation, dual numbers, tapes, hybrid methods, and a generic C++ implementation that computes gradients and solves optimisation problems.
Perfect harmony is a mathematical impossibility. Here's the beautiful, maddening reason why — and how piano tuners have learned to live with it.
The Bak–Tang–Wiesenfeld sandpile model (ASM) is a deceptively simple cellular automaton that conceals a rich algebraic structure — an abelian group whose identity element is a non-trivial fractal-like configuration.
LLMs write convincingly but fabricate facts. A practical tour of automated detection techniques: BERTScore, embedding similarity, ROUGE/n-gram overlap, NER-based cross-referencing, and QAEVAL.
React and SolidJS share JSX syntax but are built on fundamentally different computational models. Understanding why illuminates a much older tension in functional programming — and an eerily similar split that once divided PyTorch from TensorFlow.
How regular expressions compile to deterministic finite automata — with an interactive visualizer, a DFA-powered string generator, and a note on closing the loop with property-based testing.
A deep dive into how fuzzy search works — from edit distance and tries to stemming, BK-trees, and how Lucene/Elasticsearch find typo-tolerant matches at scale.
A deep dive into perfect hash functions — what they are, why they matter, how to find one efficiently with parallel search, and how they compare to JavaScript's built-in Map.
An interactive deep-dive into two landmark distributed consensus algorithms — Raft and Viewstamped Replication — with live simulations you can explore and break.
A visual and mathematical journey through one of the most beautiful ideas in all of mathematics — decomposing any signal into its frequency components.
Part 2 of a multi-year migration case study. After building a homegrown monorepo toolchain, we adopted Nx — and discovered that its opinionated approach solves some problems elegantly while creating new ones when your apps can't truly be isolated.
A four-year case study of migrating a white-labeled credit card platform from a legacy Angular/C# stack to a React monorepo with single-spa — covering GraphQL BFFs, micro-frontends, build parallelization, and the people problems that matter more than the tech ones.
How we cut build times from 45 minutes down to 3–10 minutes on an on-premise TeamCity cluster using multistage Docker builds, content-addressed cache keys, and shared filesystem volumes — plus what modern BuildKit unlocks today.
A companion website for the Buckaroo package manager — browse ~400 C++ packages from GitHub, explore the dependency graph, and find what you need instantly with precompiled fuzzy search.
How Buckaroo's dependency resolver borrows ideas from SAT solvers — using conflict-driven clause learning to prune the search space and resolve C++ packages blazingly fast.
How static and dynamic code analysis helped delete over 200,000 lines of dead code from a large-scale train ticketing app built with Redux, RxJS, and normalizr — before React Hooks existed.
Fetching a specific commit hash from a Git repository is surprisingly non-trivial. Here's why — and the progressive strategy that makes it fast.
We implemented SmallFun, an alternative to std::function using fixed-size capture optimization (a form of small-buffer optimization) that is 3–5x faster in benchmarks.
Conduit is a header-only library that leverages the Coroutine TS to introduce lazy sequences to C++, enabling concise infinite-sequence programming with zero-cost abstractions.
One motivating example where lazy sequences enable you to separate your concerns and maximize code reuse — without increasing complexity.
Use value_ptr to get value semantics on a heap resource. At the cost of some extra copying, your code will be simpler and easier to reason about.
Consider using an Either type to handle errors — they lift errors into the type-system and have the same performance characteristics as error-codes.