Founder & Principal Architect
Proprietary HFT Market-Making Systems
I build proprietary HFT market-making systems at the intersection of market microstructure research and low-latency systems engineering. My public research program focuses on Event-Semantic Limit Order Books: representing market dynamics through event structure, projection loss, microstructure signals, and queue-aware execution. My private engineering work spans market data ingestion, order book reconstruction, strategy evaluation, execution gateways, risk controls, telemetry, and low-latency infrastructure. Public materials are intentionally limited to non-proprietary research and sanitized systems architecture.
Projection Loss, Microstructure Signals, and Queue-Aware Execution.
A proprietary trading systems codebase covering market data, order book reconstruction, strategy evaluation, execution, risk controls, observability, and low-latency infrastructure. Details are intentionally limited due to proprietary trading confidentiality.
Systems engineering work in Rust/C++, Linux, network programming, DPDK/kernel bypass, and performance-sensitive infrastructure.