Trading & Simulation
Python Event-Driven Simulation Backtesting Execution Modeling Market Microstructure Monte Carlo Methods

Systems Engineering
C++20 Low-Latency Systems Binary Logging Deterministic Replay Multithreading Lock-Free SPSC Queues

Data & Tooling
Pandas NumPy Polars PyArrow pytest ruff mypy GitHub Actions

Hardware & Architecture
VHDL Quartus II Computer Architecture RTL Design

Deterministic, event-driven backtesting engine for intraday futures.

Python, Event-Driven Simulation, Execution Modeling, Market Microstructure

• Built for causal integrity, with strict session handling and feature generation designed to prevent look-ahead and leakage.
• Models regime-adaptive execution, including slippage, timing, and fill-time risk constraints to avoid unrealistic strategy results.
• Designed for reproducibility, with CI-gated testing, determinism checks, and artifact-backed outputs for auditable runs.

Deterministic price-time priority matching engine with oracle diff testing, replay, and verification harnesses.

C++20, Limit Order Books, Matching Engines, Low-Latency Systems

Under construction — Q1 2026.

• Implements price-time priority matching with fixed-point prices, deterministic order flow, and fail-fast invariants.
• Includes a slow-but-correct oracle engine plus seeded differential tests to compare fills and state across randomized event streams.
• Being extended with binary replay, benchmark instrumentation, and adversarial hardening for correctness-first systems development.

C++20 market-data systems project for capture, compact binary storage, and deterministic replay of crypto exchange feeds.

C++20, Market Data, Boost.Asio/Beast, simdjson, Systems Experimentation

• Captures live exchange market-data messages and stores them in a compact append-only binary format for offline analysis and benchmarking.
• Separates network I/O from downstream processing using a lock-free queue architecture to keep ingestion paths responsive under bursty flow.
• Supports deterministic replay for parser benchmarking, systems experiments, and repeatable downstream analysis workflows.

Real-Time EMS Navigation, Triage & Algorithmic Routing Telemetry.

React, TypeScript, FastAPI, Python, OSMnx, NetworkX

• Built as an operator-facing emergency response system combining routing, telemetry, dispatch visibility, and triage workflows.
• Added algorithm-comparison and rerouting capabilities for scenario-based route evaluation and response planning.
• Awarded York Region's Best Community Impact Hack at CTRL+HACK+DEL 2.0.

• Deterministic simulation and replay systems
• Market data capture, parsing, and execution infrastructure
• Matching engines and exchange-style correctness testing
• Latency-aware C++ systems and performance profiling
• Event-driven architecture for finance and real-time analytics

• Advancing Stratos into a hardened matching engine with replay, verification, and benchmark artifacts
• Continuing to improve Meridian around correctness, execution realism, and research workflow quality