Selected Projects ALPHA & SYSTEMS
Option Pricer
High-performance Monte Carlo engine in C++ with variance reduction.
Monte Carlo // AVX2 // Asian Options
FPGA Matching
Low-latency matching engine on Xilinx UltraScale+ with tick-to-trade opt.
Order Book // Xilinx // TCP/IP Offload
Market Sim
Event-driven market simulator with realistic latency & queue models.
Event-Driven // L3 Data // Match Engine
Market Insights MI
Engineering Logs EL
Reading & Learning RL