{"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":"2023-09-05T10:53:32","modified_gmt":"2023-09-05T15:53:32","slug":"trading-systems-experience","status":"publish","type":"page","link":"https:\/\/www.jmjatlanta.com\/index.php\/about\/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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The markets have always fascinated me. Perhaps it is all the twinkling numbers. But I digress.<\/p>

I love building trading systems. There is art and beauty in building a system that can take in a large amount of data and coalesce it into a decision that has the potential to make money. I have some strategies that I execute occasionally on the market, but the vast majority of my efforts are put into building systems for others.<\/p>

While the majority of my clients have been retail traders, I have built components for larger institutions such as hedge funds and service providers. The majority of the projects below were in C++, but I have deployed projects written in Java and Python as well. I am well versed in technologies surrounding<\/p>

  • Exchange and broker connectivity (NASDAQ ITCH\/OUCH, Latinex, FIX, Interactive Brokers, CQG, Tradier)<\/li>
  • Back Testing<\/li>
  • Ticker Plants<\/li>
  • Order Routing \/ Order Management Systems<\/li>
  • Front end connectivity (Interactive Brokers TWS, MetaTrader 4\/5, Bloomberg Terminal)<\/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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    Some of my 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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    • Listen to a FIX stream to cull data for regulatory reporting (Kafka, Redis)<\/li>
    • Persist tick data for later analysis (KDB+, TimeseriesDB)<\/li>
    • Generic connectivity solution for arbitrage between exchanges (Websockets, Cryptocurrencies)<\/li>
    • Arbitrage between Forex brokerages (Interactive Brokers, MetaTrader, web-based APIs)<\/li>
    • Backtesting framework for several depth-of-book strategies (DTN IQFeed).<\/li>
    • 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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      Some of my pet 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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      When you are a technologist with an interest in the markets, you often do things that interest you without a financial incentive or goal. These things truly interest me, although I cannot say they were “commercial” in nature.<\/p>

      • FPGA-based tick filter (Verilog, home grown network stack, Linux kernel bypass)<\/li>
      • FPGA-based tick-to-trade clock<\/li>
      • Performance comparison of Linux kernel bypass (DPDK)<\/li>
      • ML 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 The markets have always fascinated me. Perhaps it is all the twinkling numbers. But I digress. I love building trading systems. There is art and beauty in building a system that can take in a large amount of data and coalesce it into a decision that has the potential to make money. […]<\/p>\n","protected":false},"author":1,"featured_media":0,"parent":2,"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":12,"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/pages\/710\/revisions"}],"predecessor-version":[{"id":726,"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/pages\/710\/revisions\/726"}],"up":[{"embeddable":true,"href":"https:\/\/www.jmjatlanta.com\/index.php\/wp-json\/wp\/v2\/pages\/2"}],"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}]}}