HFT Engineering
Skills
Financial Modeling
Engineering
Languages
C#
Python
Matlab
FIX
FAST
Tools
.Net
WCF
MVC
Websocket
Hanley Group Trading Platform
Project Description
The Hanley Group Trading Platform project involved the development and management of a high-frequency trading platform for proprietary market making in the futures and options markets. This platform was designed to optimize trading strategies, enhance operational efficiency, and improve the accuracy of market-making operations across multiple asset classes.
Key Features:
- High-Frequency Trading Platform:
- Developed using C#, WPF, and FIX/FAST protocols for low-latency and high-performance trading.
- Focused on proprietary market making in futures and options markets.
- Web Application for OTC Derivatives:
- Designed and implemented a web application using C#, WCF, and MVC.
- Enabled valuation and book management of OTC term-structured derivatives.
- Financial Modeling:
- Improved financial models for market making across asset classes, including:
- Energy, foreign exchange, treasury, and agricultural futures and options.
- Leveraged Matlab, Python, and C# to enhance trading strategies.
- Improved financial models for market making across asset classes, including:
Contributions:
- Platform Development: Built a scalable, high-frequency trading platform tailored for proprietary market-making needs.
- Derivative Valuation Tools: Created advanced tools for OTC derivatives valuation and management.
- Financial Engineering: Developed and refined models to improve trading strategy accuracy and efficiency.
- Technical Expertise: Utilized a diverse tech stack, including WPF, FIX/FAST protocols, Matlab, Python, and C#, to deliver cutting-edge solutions.
Outcomes:
- Enhanced trading efficiency and profitability through robust high-frequency trading capabilities.
- Improved decision-making and operational transparency with advanced valuation tools.
- Supported strategic growth by optimizing models for diverse asset classes.
This project demonstrates expertise in high-frequency trading platform development, financial modeling, and the creation of innovative tools for derivatives management in a competitive financial environment.