We build systems that survive market open, not just compile. Quant infrastructure — hardened for Trading Desks and HK insurers. Direct principal engagement from design to production cutover, with MSA-ready delivery, audit logs, runbooks, and on-prem / VPC deployment options.
Production-grade UDP multicast fabric for HKEX OMD-C 239.1.1.1:5000. Built with C++20 concepts, SPSC lock-free ring, AF_XDP socket, cache-line padding. Open source for reviewable, extensible desk-specific alphas — validates at p99 0.40us on commodity Latitude 7480, 10× faster than typical 5us HFT target. MSA-ready with audit logs, runbooks, deterministic replay, MIT licensed.
Regex + embeddings hybrid pipeline with ONNX inference, RocksDB dedup store, Kafka streaming, and SFC Type 9 MSA audit trail. p99 < 8ms at 500K claims/sec. Designed for HK insurers requiring explainable fraud rules + ML hybrid with deterministic replay, runbooks, and on-prem/VPC deploy. Open source, MIT, production-hardened for market open survival.
Problem: QuickFIX/J is tool allocating std::string per field → 200-500us p99 breaks sub-2ms SLO for AAPL/MSFT/HSBA.HK.
Solution: C++20 zero-copy — buffer IS FixBuilder.build() = recv(fd,buf) wire buffer. FieldView {tag, string_view} slices original buffer, fields_[128] stack, linear scan '=' & SOH 0x01, auto 9= & 10=. Latitude 7480 validated, pedantic clean, e6384a7.
Sub-ms order book reconstruction, IV surface arbitrage, real-time gamma calculation with lock-free queues and kernel bypass. < 1.2ms p99 tick-to-signal. Built for prop desks & family offices running volatility arbitrage with FPGA-ready hooks, zero-deps deploy, and deterministic replay. Open source, MIT, C++17 to C++20/23, cache-aware, NUMA-aware.
stack: C++17 / C++20 / C++23 • FPGA-ready • lock-free queues • kernel bypass • IV surface • gamma scalping • MIT • PUBLIC
20y+ market systems, trading infra, HKEX connectivity, SFC MSA, low-latency C++17/C++20/C++23. Direct principal — no bench, no handoff. All repos PUBLIC, MIT, open source.
We build systems that survive market open, not just compile. Quant infra — hardened for Trading Desks and HK insurers. All public, reviewable.