I help financial institutions architect high-frequency trading systems that are fast, stable, and profitable.
I have operated on both the Buy Side and Sell Side, spanning traditional asset classes and the fragmented, 24/7 world of Digital Assets.
I lead technical teams to optimize low-latency infrastructure and execution quality. I understand the friction between quantitative research and software engineering, and I know how to resolve it.
Core Competencies:
â–¬ Strategic Architecture: Aligning trading platforms with P&L objectives.
â–¬ Microstructure Analytics: Founder of VisualHFT; expert in L1/L2/LOB data visualization.
â–¬ System Governance: Establishing "Zero-Failover" protocols and compliant frameworks for regulated environments.
I am the author of the industry reference "C++ High Performance for Financial Systems".
Today, I advise leadership teams on how to turn their trading technology into a competitive advantage.
Key Expertise:
â–¬ Electronic Trading Architecture (Equities, FX, Derivatives, Crypto)
â–¬ Low Latency Strategy & C++ Optimization | .NET & C# ultra low latency environments.
â–¬ Execution Quality & Microstructure Analytics
If my profile fits what your team is working on, you can connect through the proper channel.
Thank you for this post. I’m constantly finding ways to improve my market making and have been learning about Stoikov’s market making model lately. I’m more of a hobbyist developer but have been researching mean reversion strategies in market making with Bollinger bands and the order size exponentially increases the further the mid deviates from the mean.