Directory of Product Development and Cloud Computing
2006 - 2015Rosenblatt Securities- Implemented a real-time market data feed handler for storage and retrieval.
- Wrote a custom storage engine for MySQL to store tick data in a columnar in a highly compressed and indexed fashion.
- Stored real-time tick data using a C++ API and exposed a simple SQL interface. It stored 300 billion ticks up until 2015. This was written in C++ and Boost.
- Developed a portfolio trading algorithm that modeled and coded a portfolio trading strategy for Rosenblatt’s biggest trading customer which resulted in minimizing market risk by computing NxN co-variances in real-time (on GPU).
- Used genetic algorithms to find the best execution given several constraints like buy/sell dollar imbalance, liquidity, and so on. This distributed multithreaded code was written entirely in C++, CUDA and ZeroMQ sockets for communication.
- Envisioned, designed, and developed the architecture of Rosenblatt Data Backbone (RSIGrid): a service bus that brings together a large number of services and makes them available to users in a platform and location-independent manner. More information can be found in my portfolio.
- Designed and developed from scratch, Data Manager: a unified interface to all kinds (reference, ticks, buckets, derived statistics, and so on) of market data for equities. More information can be found in my portfolio.
Technologies: Mod_perl, JavaScript, Perl, C++, Apache
Nishant Mittal
Software Developer in Penn Valley, PA, United States
Member since September 7, 2019
With robust mathematical, problem-solving, and analytical skills and a master's in CS, Nishant is a seasoned technologist with extensive experience building highly available, distributed, large-scale applications and services. He’s mentored and led teams with varying skillsets encompassing the full-stack of cloud-based distributed apps. Nishant has also extensively employed genetic algorithms and neural networks to improve trading strategies.
Nishant is now available for hire
Portfolio
- Rosenblatt SecuritiesMod_perl, JavaScript, Perl, C++, Apache
Experience
- Concurrent Programming 20 years
- C 20 years
- MySQL 10 years
- Service-oriented Architecture (SOA) 10 years
- C++11 5 years
- Agile Software Development 5 years
- MongoDB 4 years
- Python 3 years
Availability
Part-time
Preferred Environment
WebStorm, Node.js, Python, C++, Git, Linux
The most amazing...
...thing I've coded is a multivariate bounded function optimizer which strives to find the global minima/maxima in a hyper dimensional space.
Employment
Experience
- Multivariate Bounded Optimizer
I designed and developed a genetic algorithm-based optimizer that can find global minima or maxima in an n-dimensional hyperspace. This was written in CUDA to parallelize and find a solution quickly.
- Data Manager (Lake)
I designed and developed from scratch a distributed disparate data architecture that users could access with a simple SQL interface (or API if they prefer). It’s a distributed architecture—with modules written in C++, CUDA, Perl, .NET, and Java—that is spread over all servers at Rosenblatt and seamlessly scales up in the cloud as the demand goes up.
The data was stored in RDBMS, NoSQL, and flat files. Users need not be aware of data location or schema.
Data Manager takes care of corporate actions and returns data either adjusted or otherwise as per the user’s request. - RSIGrid
RSIGrid encapsulates real-time and historical market data, derived statistical data, corporate actions, portfolio analytics, trading data, logging, authentication & access control, application monitoring, data archival, reporting, and more.
At heart of it is a multithreaded and distributed (master-master) messaging broker that implements several advanced. features like message priorities, resource starvation protection, pre-fetch, fair queuing, and more. The broker was designed. and developed by me from scratch in C++. The broker also reports stats for monitoring in a web-based state of the art. web front end. The front end was written using Web Sockets and HTML5.
Skills
Languages
Python, C++11, C, Perl, C++, JavaScript, C#Libraries/APIs
JavaScript Charting, Node.js, ZeroMQ, TensorFlow, jQuery, Mod_perlTools
ActiveMQ, Apache, Git, WebStorm, RabbitMQParadigms
Concurrent Programming, Service-oriented Architecture (SOA), REST, Agile Software DevelopmentPlatforms
AWS EC2, Linux, Windows, iOSStorage
MySQL, SQL Server 2005, Memcached, MongoDB, AWS S3Other
Back-end Development, Mobile App DevelopmentFrameworks
JavaScriptCore
Education
- Master's Degree in Computer Science2003 - 2005University of California, San Diego - San Diego, CA, USA
- Bachelor of Science Degree in Electrical Engineering1995 - 1999Indian Institute of Technology - Kanpur, India
