Projects

Things built to understand how something works. Each entry opens a project page. [write]

Graphs showing latency distributions for the C++ Limit-Order Book

C++17 · 2025

A price-time priority matching engine optimized for performance. A multi-threaded 3-stage pipeline, along with custom memory pools and lock-free data structures, optimize the engine to achieve ~10M orders/sec.

Project page · Source

Backtesting Engine

C++, Python · 2026

An event-driven market-microstructure backtester written in C++ that replays historical exchange data tick-by-tick. Strategies can interact through Python bindings, where given book state orders are injected into the event-stream, causing simulated interaction with real historical liquidity.

Project page · Source

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