Software Developer2010 - 2013PEAK6 Investments LP
Technologies: C, C++, Java, Groovy, Python, Redis, MongoDB
- Developed and supported a high frequency trading system.
- Helped develop a low-latency, high throughput, multi-threaded system.
- Created a new execution system capable of replacing the legacy system.
- Worked on base strategies and algorithms allowing traders to execute with a fill ratio of 99%.
- Developed an internal gateway serving as the bridge between exchanges and the execution system that decreased latencies by 600% over a 3rd party application.