Pan Capital LLC, Fort Lauderdale, Florida, USA
- Outsourced infrastructure moving to a managed solution
reducing expenses by 40\% and significantly reducing staff
- Re-architectured trading system reducing the number of
colocation sites from 6 to 2 while retaining capabilities and
Quantitative Trader 2011-2013
Buttonwood Group Trading LLC, San Francisco, California, USA
- Created a statistical prediction model based on order
book and cross asset information that generated 30% of FX arbitrage
- Traded and researched ETF market making and relative value
- Developed a low latency feed handler for CME FIX/FAST in 2
weeks saving $75000 in annual licensing costs. Implemented as a code
generator in Python that generated a C++ decoder from a FAST template,
achieved lower latency than commercially available solutions.
- Devised methods for order queue position estimation, order
stacking and routing.
- Developed NASDAQ, BATS and Arca feed handlers and exchange
connectors in C++. Attained microsecond latency by using cache
efficient algorithms and avoiding CPU cache pollution.