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Charles Cooper, High-frequency Trading (HFT) Developer in Seattle, WA, United States
Charles Cooper

High-frequency Trading (HFT) 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

Experience

  • C++, 5 years
  • High-frequency Trading (HFT), 5 years
  • Linux, 5 years
  • PostgreSQL, 4 years
  • Python, 4 years
  • Functional Programming, 3 years
  • Haskell, 3 years
  • Ethereum, 1 year
Seattle, WA, 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

  • Freelance Senior Software Engineer

    2015 - PRESENT
    Toptal 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 language
  • Founder

    2015 - PRESENT
    Cooper 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, Bash
  • Quant Developer

    2013 - 2015
    Chimera 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

Experience

  • IdylFin (Development)
    https://github.com/charles-cooper/idylfin

    Java client for Yahoo Finance API.

  • Beacon - A Decentralized Asset Exchange Protocol (Development)
    http://beaconexchange.io

    Beacon exchange is a peer-to-peer protocol for quotation and exchange of cryptocurrency assets. The Beacon network is decentralized, not rent-seeking, permissionless, robust, fast, impartial, and open source. It removes the requirement for an external matching engine, combining an off-chain network for liquidity discovery with on-chain settlement and arbitration mechanisms.

  • Contributions to the Vyper Compiler (Development)
    https://github.com/ethereum/vyper

    Past and ongoing contributions to the Vyper language compiler (a safe language targeting the Ethereum Virtual Machine) including bugfixes, spec work and feature implementations (e.g. VIPs 300, 1019, 1020, 1150, 1198).

  • 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, R
  • Paradigms

    Functional Programming, Object-oriented Programming (OOP), Test-driven Development (TDD), Real-time Systems
  • Platforms

    Linux, AWS EC2, Ethereum, Amazon Web Services (AWS)
  • Other

    High-frequency Trading (HFT), ÐApp, Cryptocurrency, NixOS
  • Libraries/APIs

    Pandas, React, Node.js, NumPy, D3.js, jQuery
  • Tools

    Vim Text Editor, Git, Terraform
  • Storage

    Redshift, PostgreSQL, MySQL
  • Frameworks

    Django, AngularJS

Education

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