I am a software engineer specializing in designing and developing low-latency, high-performance systems for quantitative trading and high-frequency trading (HFT). Passionate about market microstructure, algorithmic trading, and optimizing system architectures to achieve microsecond-level execution.
- High-Frequency Trading (HFT): Order matching engines, market data feed handlers, and low-latency execution strategies.
- Quantitative Research: Alpha generation, statistical arbitrage, and backtesting frameworks.
- System Optimization: Memory management, lock-free programming, and kernel-bypass technologies.