Below please find examples of previous projects. Clients anonymized.

  

For a software vendor

  • Documentation of algorithmic trading software (JAVA based)
  • Custom analysis including feedback from clients, technical staff and board directors
  • Developing software specifications for new functions, and documentation
  • Agile development

 

For a software vendor

  • Evaluation of new software framework for algorithmic trading
  • Reviewing, debugging existing code basis (Java, C#)
  • Designing user interface for algorithmic trading application (XML based)
  • Stress testing software framework server vs. ui connection
  • Documentation

 

For FX trading firm

  • Code review of existing high frequency trading system (Java based)
  • Leading implementation of test systems, debugging and optimization of source code
  • Documentation

 

For commodity trading firm

  • Code review of algorithmic trading system (based on proprietary protocol by brokerage)
  • Code optimization and algo debugging
  • Review and optimization of broker API & infrastructure

 

For a research firm 

  • Code review of trading algorithms and implementation of new algo ideas (Matlab)
  • Backtesting of trading algorithms
  • Transaction cost analysis
  • Documentation of trading algorithms

 

For a software company (please see Silminds LLC)

  • Identification of problems and solutions in decimal floating point calculations, especially in HFT
  • Evaluation of decimal floating point solutions on FPGA cards
  • Developing market overview on HFT and algorithmic trading business

 

For a software vendor

  • Reviewing API connectivity UDP/FIX to new exchange

 

For an investment bank

  • Technical review of in-house software providing analytics (based on C#, .Net)
  • Code optimization  - increasing software stability
  • Integration of variations of sharpe ratio.

 

For an investment bank

  • Designing new server infrastructure, capable for running low latency, HFT software