Charles Cooper

Seattle, 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.

C++Haskell Linux C Python SQL Java Git PostgreSQL Amazon Web Services (AWS)AWS EC2 Pandas JavaScript Perl Scala Show more

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Portfolio

Cooper Process Automation, LLC
Haskell, AWS, Python, Bash
Elsen, Inc.
Haskell, AWS, Linux, Python, SQL, Domain-specific language
Chimera Securities, LLC
C++, Python, MySQL

Experience

Linux, 5 years
High-frequency Trading, 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

Founder
Cooper Process Automation, LLC
2015 - PRESENT
- 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, Bash
Senior Software Engineer
Elsen, Inc.
2015 - 2017
- Personally implemented significant portions of the API backend for the client's core product.
- Organized and led a team of five engineers to meet milestones on time.
- Maintained, optimized and extended the implementation of the client's proprietary Warp DSL.
- Designed and implemented the ETL architecture to make sure data flows smoothly.
- Implemented a build farm which managed all builds and deployed Git branches in sandbox environments.
- Successfully optimized the back-end to meet performance targets, improving throughput by 1-2 orders of magnitude.
Technologies: Haskell, AWS, Linux, Python, SQL, Domain-specific language
Quant Developer
Chimera Securities, LLC
2013 - 2015
- 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

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, C, SQL, Elm, Python, Java, Bash, JavaScript, R, Scala, D, Perl, PHP, OCaml
Paradigms
Functional Programming, Object-oriented Programming (OOP), Real-time systems, Test-driven Development (TDD)
Platforms
Linux, AWS EC2, Amazon Web Services (AWS), Ethereum
Misc
High-frequency Trading, NixOS, AWS DevOps, Solidity, Cryptocurrency
Libraries/APIs
Pandas, D3.js, jQuery, React.js, Node.js, NumPy
Tools
Git, Vim Text Editor, Terraform
Storage
PostgreSQL, Amazon Redshift, MySQL
Frameworks
AngularJS, Django

Education

Bachelor of Arts degree in Mathematics and Linguistics
University of Washington - Seattle, WA
2009 - 2012

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