Trading Systems Experience

Financial markets have long been a professional interest of mine, particularly the systems that support them.

I specialize in designing and building trading systems — software that ingests large volumes of market data and distills it into decisions with real financial consequences. While I trade a small number of strategies of my own, the majority of my work is building and maintaining trading infrastructure for other firms and individuals.

My client base has included both retail traders and larger institutions, including hedge funds and service providers. Most of the projects below were developed in C++, though I have also delivered systems in Java and Python. My experience spans:

  • Exchange and broker connectivity (NASDAQ ITCH/OUCH, Latinex, FIX, Interactive Brokers, CQG, Tradier)
  • Backtesting
  • Ticker plants
  • Order routing / order management systems
  • Front-end connectivity (Interactive Brokers TWS, MetaTrader 4/5, Bloomberg Terminal)

Selected Past Projects:

  • Built a FIX stream listener to capture data for regulatory reporting (Kafka, Redis)
  • Persisted tick data for later analysis (KDB+ and other time-series databases)
  • Developed a generic connectivity solution for cross-exchange arbitrage (WebSockets, cryptocurrencies)
  • Built an arbitrage system across forex brokerages (Interactive Brokers, MetaTrader, web-based APIs)
  • Built a backtesting framework for multiple depth-of-book strategies (DTN IQFeed)
  • Built a market scanner for an options arbitrage strategy (DTN IQFeed)

Independent Research Projects:

 The following were pursued independently, driven by technical curiosity rather than commercial goals:

  • Designed an FPGA-based tick filter (Verilog, custom network stack, Linux kernel bypass)
  • Built an FPGA-based tick-to-trade clock
  • Benchmarked Linux kernel-bypass performance (DPDK)
  • Developed a machine learning model to detect anomalies in low-float stocks (libTorch)