Freelance Senior Software Engineer
2015 - PRESENTToptal Clients- Personally implemented significant portions of the API back-end for clients' core products.
- Organized and led a team of five engineers to meet milestones on time.
- Maintained, optimized, and extended the implementation of proprietary DSLs.
- Designed and implemented ETL architectures.
- Implemented a build farm which managed all builds and deployed Git branches in sandbox environments.
- Successfully optimized the back-end servers to meet performance targets.
Technologies: Haskell, AWS, Linux, Python, SQL, Domain-specific languageFounder
2015 - PRESENTCooper Process Automation, LLC- Worked with traders, developers, and managers to streamline workflows and improve outcomes for high-frequency trading strategies.
- Designed a product that encapsulates our solutions to common workflow problems.
- Conducted market research for other potential applications of this technology.
Technologies: Haskell, AWS, Python, BashQuant Developer
2013 - 2015Chimera Securities, LLC- Worked with a non-technical trader to implement new ideas and strategies in C++ with microsecond response time.
- Created a robust high-frequency trading platform from scratch with 99.5% up-time.
- Created a tick database and analysis framework in Python.
- Created a simulation and backtesting environment. The system was profitable from Month 1 with 90% winning days.
Technologies: C++, Python, MySQL
Charles Cooper
C++ Developer in Seattle, WA, United States
Member since June 9, 2015
An expert-level engineer, Charles is comfortable in all aspects of back-end development, from web back-ends to database architecture to real-time trading systems development. Described by clients as "truly exceptional" and "one of the best," Charles brings the ability to not only understand client needs, but also the ability to then design and execute solutions for them with precision and excellence.
Charles is now available for hire
Portfolio
- Toptal ClientsHaskell, AWS, Linux, Python, SQL, Domain-specific language
- Cooper Process Automation, LLCHaskell, AWS, Python, Bash
- Chimera Securities, LLCC++, Python, MySQL
Experience
- Linux, 5 years
- High-frequency Trading (HFT), 5 years
- C++, 5 years
- Python, 4 years
- PostgreSQL, 4 years
- Haskell, 3 years
- Functional Programming, 3 years
- Ethereum, 1 year
Availability
Part-time
Preferred Environment
Linux, Git, Vim
The most amazing...
...thing I've built from scratch is a high-frequency trading system.
Employment
Experience
- IdylFin (Development)https://github.com/charles-cooper/idylfin
Java client for Yahoo Finance API.
- Low-latency Order Book (Development)https://github.com/charles-cooper/itch-order-book
An order book to keep track of orders and prices, geared for high-frequency trading. It processes each tick in ~63ns. It is able to achieve this speed by using arrays and custom memory pools, skipping malloc and tree/hashtable type structures entirely.
For a more detailed architecture description, please see
https://quant.stackexchange.com/questions/3783/what-is-an-efficient-data-structure-to-model-order-book/32482#32482, and the description in the codebase itself. - EC2 Cluster for Distributed Computation (Development)
Used Terraform to manage an EC2 cluster internally to distribute financial backtest computations.
Skills
Languages
C++, Haskell, Solidity, Bash, C, Elm, Python, SQL, Java, JavaScript, PHP, OCaml, Perl, D, Scala, RParadigms
Functional Programming, Object-oriented Programming (OOP), Test-driven Development (TDD), Real-time systemsPlatforms
Linux, AWS EC2, Ethereum, Amazon Web Services (AWS)Other
High-frequency Trading (HFT), Cryptocurrency, NixOSLibraries/APIs
Pandas, React, Node.js, NumPy, D3.js, jQueryTools
Vim Text Editor, Git, TerraformStorage
Redshift, PostgreSQL, MySQLFrameworks
Django, AngularJS
Education
- Bachelor of Arts degree in Mathematics and Linguistics2009 - 2012University of Washington - Seattle, WA
