C++

Algorithmic Trading Development Environment: BEST Studio (2010–present)

Simulation platform for trading finance. It can simulate exchange functionality, exchange behavior, smart order routers, client behavior, market data sources and all interactions between them with a high degree of realism and consistency. A high-frequency exchange simulator uses a set of ML-based models to replicate a realistic behavior of the market. An integrated order-matching engine allows for tested trading strategies be surrounded by a realistic trading environment which can simulate various stress-testing scenarios (including exotic ones) while still keeping things realistic.

Tick Data Storage & Analysis project (2007–2009)

Infrastructure built for US proprietary trading firm for storing and analyzing tick data and order entry data in backtesting and real-time modes, providing an environment for defining and operating value-added metrics calculations in real-time and on historical time spans.