FinTech & Algorithmic Trading
Build high-performance trading systems with Rust, quantitative analysis, and ultra-low latency infrastructure
Dominate financial markets with high-performance algorithmic trading systems built in Rust for microsecond-level latency. I specialize in developing high-frequency trading (HFT) platforms, options market analysis systems, and quantitative trading strategies that execute thousands of trades per second with zero memory allocation in critical paths. My expertise spans market microstructure, order book analysis, and execution algorithms (TWAP, VWAP, Iceberg, Sniper) optimized for maximum alpha generation.
I design ultra-low latency trading infrastructure using kernel bypass technologies (DPDK, io_uring), FPGA acceleration for order routing, and direct market access (DMA) connections to major exchanges. My systems include real-time risk management, position monitoring, and automated circuit breakers that prevent catastrophic losses. I implement backtesting frameworks with historical market data, Monte Carlo simulations, and walk-forward optimization to validate strategies before live deployment.
Whether you need options pricing engines (Black-Scholes, Binomial, Monte Carlo), volatility surface modeling, or market-making strategies for crypto/forex/equities, I deliver production-ready solutions. From FIX protocol integration to cryptocurrency exchange APIs (Binance, Coinbase, Kraken), I build robust systems that handle market volatility, network failures, and exchange outages with zero data loss.
High-Frequency Trading (HFT)
- Rust trading engines with sub-microsecond latency
- Market microstructure analysis and order book modeling
- FPGA acceleration for order routing and matching
- Kernel bypass (DPDK, io_uring) for network optimization
Options Trading & Analysis
- Options pricing (Black-Scholes, Binomial, Monte Carlo)
- Implied volatility calculation and surface modeling
- Greeks calculation (Delta, Gamma, Vega, Theta, Rho)
- Volatility arbitrage and statistical arbitrage strategies
Quantitative Strategies
- Statistical arbitrage (pairs trading, mean reversion)
- Market making strategies with inventory management
- Machine learning models for price prediction and alpha generation
- Portfolio optimization and risk-adjusted returns (Sharpe, Sortino)
Risk Management & Compliance
- Real-time risk monitoring (VaR, CVaR, stress testing)
- Position limits and automated circuit breakers
- Trade surveillance and anomaly detection
- Regulatory compliance (MiFID II, Dodd-Frank, EMIR)
Backtesting & Simulation
- High-fidelity backtesting with historical tick data
- Monte Carlo simulations for strategy robustness testing
- Walk-forward optimization to prevent overfitting
- Paper trading environments for strategy validation
Exchange Connectivity
- FIX protocol integration for traditional exchanges
- Crypto exchange APIs (Binance, Coinbase, Kraken, FTX)
- WebSocket market data feeds with automatic reconnection
- Direct market access (DMA) with co-location support
FinTech & Trading Tools & Technologies
Trading Systems
Quant Libraries
Exchanges & Platforms
Data & Analytics
Business Impact of FinTech & Algorithmic Trading
Execute thousands of trades per second with microsecond-level latency
Generate consistent alpha through quantitative strategies and ML models
Manage risk in real-time with automated circuit breakers and position limits
Optimize options portfolios with precise Greeks calculation and hedging
Validate strategies with high-fidelity backtesting before live trading
Connect to multiple exchanges with FIX protocol and REST/WebSocket APIs