{"id":710,"date":"2023-09-05T10:10:05","date_gmt":"2023-09-05T15:10:05","guid":{"rendered":"https:\/\/www.jmjatlanta.com\/?page_id=710"},"modified":"2026-08-20T13:53:33","modified_gmt":"2026-08-20T18:53:33","slug":"trading-systems-experience","status":"publish","type":"page","link":"https:\/\/www.jmjatlanta.com\/index.php\/home\/trading-systems-experience\/","title":{"rendered":"Trading Systems"},"content":{"rendered":"\t\t
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Trading Systems Experience<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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Financial markets have long been a professional interest of mine, particularly the systems that support them.<\/p>\n

I specialize in designing and building trading systems \u2014 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\u00a0majority of my work is building and maintaining trading infrastructure for other firms and individuals.<\/span><\/p>\n

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:<\/span><\/p>\n

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  • Exchange and broker connectivity (NASDAQ ITCH\/OUCH, Latinex, FIX, Interactive Brokers, CQG, Tradier)<\/span><\/li>\n
  • Backtesting<\/li>\n
  • Ticker plants<\/li>\n
  • Order routing \/ order management systems<\/li>\n
  • Front-end connectivity (Interactive Brokers TWS, MetaTrader 4\/5, Bloomberg Terminal)<\/li>\n<\/ul>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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    Selected Past Projects:<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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    • Built a FIX stream listener to capture data for regulatory reporting (Kafka, Redis)<\/li>
    • Persisted tick data for later analysis (KDB+ and other time-series databases)<\/li>
    • Developed a generic connectivity solution for cross-exchange arbitrage (WebSockets, cryptocurrencies)<\/li>
    • Built an arbitrage system across forex brokerages (Interactive Brokers, MetaTrader, web-based APIs)<\/li>
    • Built a backtesting framework for multiple depth-of-book strategies (DTN IQFeed)<\/li>
    • Built a market scanner for an options arbitrage strategy (DTN IQFeed)<\/li><\/ul>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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      Independent Research Projects:<\/h2>\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t
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      \u00a0<\/span>The following were pursued independently, driven by technical curiosity rather than commercial goals:<\/p>

      • Designed an FPGA-based tick filter (Verilog, custom network stack, Linux kernel bypass)<\/li>
      • Built an FPGA-based tick-to-trade clock<\/li>
      • Benchmarked Linux kernel-bypass performance (DPDK)<\/li>
      • Developed a machine learning model to detect anomalies in low-float stocks (libTorch)<\/li><\/ul>\t\t\t\t\t\t\t\t<\/div>\n\t\t\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/div>\n\t\t\t\t\t<\/div>\n\t\t<\/section>\n\t\t\t\t<\/div>\n\t\t","protected":false},"excerpt":{"rendered":"

        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 \u2014 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 […]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":1067,"menu_order":0,"comment_status":"closed","ping_status":"closed","template":"","meta":{"footnotes":""},"class_list":["post-710","page","type-page","status-publish","hentry"],"blocksy_meta":[],"_links":{"self":[{"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/pages\/710","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/pages"}],"about":[{"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/types\/page"}],"author":[{"embeddable":true,"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/comments?post=710"}],"version-history":[{"count":19,"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/pages\/710\/revisions"}],"predecessor-version":[{"id":1107,"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/pages\/710\/revisions\/1107"}],"up":[{"embeddable":true,"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/pages\/1067"}],"wp:attachment":[{"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/media?parent=710"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}