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.
EMBEDDED HARDWARE
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