This is a list of some smaller projects. It is not comprehensive.

Market data ingestion

I developed the infrastructure for a system to ingest market data at very high bandwidth and very low latency from one of the largest US options exchanges. The infrastructure was co-located at a market exchange and featured user space network stacks that made use of specialized hardware in order to bypass the linux kernel network stack for decreased latency. It also made use of packet hashing to bind data streams from network cards to specific processor cores. The final system operated at a few micro-seconds wire to wire and had a bandwidth of close to 40 gbps.

High frequency bitcoin trading platform

I developed a python/c++ based bitcoin and altcoin trading platform. It is capable of ingesting market data from 6+ market exchanges including Chinese exchanges. It provides a modular system for loading trading strategies and is able to execute simultaneous orders across several exchanges with a very high fill rate. Based upon my analysis of market data I have reason to believe it is one of the fastest operating automated crypto-currency trading systems.

DirectX Library

This is a game programming library for 2D games. It supported sprite animation, scene rendering, keyboard input, and audio output. The library used multiple layers of abstraction and encapsulation to hide the nitty gritty details of DirectX and ease implementation.

Class Review Site

This site contained reviews of classes, professors, and text books for classes at the University of Illinois. The site provided several different methods for viewing the information. The site also automatically imported reviews from several existing data sources.