At AlphaGrep Securities, I engineered a low-latency crypto trading system from the ground up in C++. I also designed its alpha pipeline, from market data ingestion and real-time feature generation to signal computation and a pre-trained linear model.
I built a latency-optimized execution engine tailored to Binance, using microstructure heuristics for order placement and cancellation. My alpha research explored event chains, multi-dimensional contexts, trading pair interactions, and latency-driven signals.
At Graviton Research Capital, I optimized crypto market data infrastructure for Binance, OKX, and Bybit. I also processed historical data through SLURM-based distributed workflows and developed bookbuilding heuristics and an arbitrage strategy.
At Quantbox Research, I built and optimized market data infrastructure for major crypto exchanges. I developed a runtime parameter tuner and distributed monitoring systems, and mentored two intern projects through deployment into production.
