High-frequency systems, low-latency architectures and market microstructure experiments. Projects in this category simulate limit order books, matching engines and real-world trading scenarios to measure latencies, experiment with order-matching algorithms, and explore LMAX Disruptor patterns. These works show the foundations of fast, lock-free systems used by modern exchanges and their microstructure research outcomes.
Featured Work
High-Performance Limit Order Book Simulator
The High-Performance Limit Order Book Simulator provides a sandbox for studying market microstructure, enabling low-latency benchmarking and insights into high-frequency trading dynamics.
JavaLMAX Disruptor