I'm a high-frequency trader. I design and build sub-microsecond
trading strategies. I rip the face off retail investors and
flash crashes. Just kidding.
I'm an expert at building ultra low latency, super high
performance and highly concurrent systems in C++. I use all
shiny tools in C++14. I'm also an expert
I've studied at a not so prestigous and a
really prestigous school. I
learned a lot of applied mathematics: control
optimization, statistics, financial mathematics.
I'm available for consulting on low latency systems and data
Yes, I can't tell you much, maybe one day when I don't make my
HFT. Read Sniper in
Mahwah if you want to learn more about the business.
Live lock-free or die deadlocked!
- Awesome Lock-Free
- A collection of resources on wait-free and lock-free programming.
- A bounded multi-producer multi-consumer lock-free queue written in C++11.
- A bounded single-producer single-consumer wait-free and lock-free queue written in C++11.
- An implementation of Seqlock in C++11.
Programming in C++
- Aewesome Modern C++
- A collection of resources on modern C++.
- An open addressing linear probing hash table, tuned for delete heavy workloads.
- A collection of High-Frequency trading components.
- Replay UDP packets from a pcap file.
- Latency benchmarks of Unix IPC mechanisms.
- statkit -
I've implemented some matrix factorization algorithms and MCMC
perform bayesian inference in your browser.