HFT Engineering

HFT Engineering

HFT Engineering

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Director Of Software Development

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.

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.