Created as a self-directed project during the fal semester of 2024 for Harvard's ES91r (research for credit). Meant to exercise RTL and testbench development skills, as well as python scripting and parsing, and C++ coding. The project was completed under the mentorship of Dr. James Mickens.
A trading system that takes as its input a gzipped file containing the NASDAQ ITCH feed for one day. The trading algorithm is implemented in C++, and the trade decision isoutput through a simulated RTL ethernet PHY (or at least it will be once I fix a couple of the remaining bugs in the system).