Charles Cooper

Charles Cooper

Seattle, United States
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Charles Cooper

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.
Charles is now available for hire
Portfolio
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
Seattle, United States
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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