high freq trading

fast high-frequency trading algorithm using book builders, feed handlers, oms, and strategy engines

  • engineering a high-performance hft system achieving sub-millisecond latency and 100,000+ messages second throughput, featuring a zero-copy, cache-aligned order book with o(1) price level updates and o(log n) order insertions/cancellations, and optimized memory management using custom pool allocators.
  • integrating a modular, event-driven architecture utilizing separate thread pools for market data processing, strategy execution, and order management, integrated with low-latency tcp/ip sockets for real-time market data transmission and order execution.

Skills: c++, c, linux, tf


new leaf

a web application supporting new parents, built with react, flask, and sqlalchemy.

  • community building and expert advice features
  • personalized resources and dashboard
  • empowers parents with tailored support

skills: python 3.12, react, html5, flask, sqlite, aws ec2


lazy-tune

reengineering of akai mpk mini ii midi keyboard into a digital synthesizer.

  • real-time autotune and vocoder functionalities
  • utilizes teensy 4.1 microcontroller and raspberry pi
  • advanced signal processing and audio i/o capabilities

skills: python, c/c++, rtos, dsp, pjrc libraries, tinker


stock trading algorithm

implementation of efficient streaming algorithms for stock trading.

  • sliding window approach with priority queues
  • optimized for processing large data streams
  • focuses on timely results and memory efficiency

skills: c++


spatial audio reconstruction

creating immersive spatial sound using 2-channel audio.

  • utilizes digital signal processing techniques
  • implements concepts like itd, ild, and hrtf
  • simulates three-dimensional audio experience

skills: python, matlab


minitwit

a flask-based social media platform showcasing full-stack development.

  • integrated with aws vpc for enhanced security
  • provides isolated computing resources
  • ensures secure user data handling

skills: python, html, css, shell, aws


chess engine

an efficient chess game engine using advanced algorithms.

  • implements mega-max, alpha-pruning, and monte carlo tree search
  • leverages stockfish for high elo-ranking ai moves
  • optimized for strategic move selection

skills: python, stockfish, tensorflow