01

Quantitative Finance

Low-latency systems across the hardware/software boundary: a relation-typed trading research stack, FPGA RTL closed on real silicon, a RISC CPU, and measured parallelism.

SYSTEMS

NEXT / WHAT I'D BUILD

  • Fixed-point / integer-tick pricing (today everything is float)
  • A price-time-priority limit-order-book matching engine
  • Hand-written SIMD and a lock-free SPSC ring buffer