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Project

Meridian

Options pricing engine for prediction market contracts. Logit-normal diffusion, jump-diffusion, Greeks, paper-trading portfolio.

PythonFastAPIPostgreSQLTypeScript

DATACOMPUTATIONINTERFACEKalshi APIEvent Calendar (YAML)Risk Limits (YAML)Logit-Normal DiffusionJump-Diffusion ExtensionGauss-Hermite QuadratureGreeks + Risk EngineOption Chain ViewVol Surface VisualisationPaper Portfolio (SQLite)~1msPure functions, no I/O. Tested against put-call parity (tolerance 0.001).trade execution

A trader-facing terminal where the design challenge was making prediction market options feel familiar to options traders without papering over what's different about them. The option chain layout is lifted directly from equity terminals — strikes down, expirations across, bid/ask/Greeks in the cells traders expect — but augmented with a bounded-payoff visualiser at the contract level and a “positive theta” callout when an approaching catalyst raises vol faster than time decay erodes value. The result reads as continuous with what an options trader already knows, while quietly flagging the structural quirks of prediction markets at the exact moments those quirks matter for a decision.