I'm a high-frequency trader. I design and build sub-microsecond
trading strategies. I rip the face off retail investors
flash crashes. Just kidding. I can't tell you much about it,
maybe one day when I don't make my living from
it. Read Sniper in
Mahwah if you want to learn more about the business. Some more
I'm an expert at building ultra low latency, super high
performance and highly concurrent systems in C++. I use all
shiny tools in C++14. I'm also an expert
I've studied at a not so
prestigous and a
really prestigous school. I
learned a lot of applied mathematics: control
and systems, statistics, financial mathematics.
Live lock-free or die deadlocked!
- Awesome Lock-Free
- A collection of resources on wait-free and lock-free programming.
- A bounded multi-producer multi-consumer lock-free queue written in C++11.
- A bounded single-producer single-consumer wait-free and lock-free queue written in C++11.
- An implementation of Seqlock in C++11.
Programming in C++
- Aewesome Modern C++
- A collection of resources on modern C++.
- An open addressing linear probing hash table, tuned for delete heavy workloads.
- A collection of High-Frequency trading components.
- Replay UDP packets from a pcap file.
- Latency benchmarks of Unix IPC mechanisms.
- statkit -
I've implemented some matrix factorization algorithms and MCMC
perform bayesian inference in your browser.