I build the engines that power modern financial markets. For more than 20 years, I've been on the ground floor, designing and leading the development of the complex, low-latency systems that quantitative trading depends on.

My focus is translating complex market dynamics into durable, high-performance code. That has meant architecting entire trading platforms from scratch, like a new system for the Hong Kong market that went from design to deployment in six months. It has meant leading teams through the rebuild of critical market-making systems and digging deep into existing platforms to solve subtle bugs and optimize performance—improving data simulators by 25% or cutting compile times by 60%.

I believe in building systems that endure. I led a team whose automated trading platform successfully navigated the 2008 financial crisis, operating profitably when many others couldn't.

This site is where I document my work. It covers the practical lessons in C++ and system design I've learned, but it's also a public notebook for deconstructing complex systems—in code, in markets, and in the world at large.