Also known as: johnharrisflies
Experienced algo trading system architect. Recent HFT experience at a top low-latency shop in Chicago, and currently head of development at a top fixed income shop that has been purchased. Developed high-performance software for a wide array of platforms ranging from programmable logic devices (PLD's) and custom single-board computers I designed to Windows and Linux servers and various hardware acceleration devices. Excellent C++ and Linux knowledge complemented by solid C# / WPF, Python, Perl, CMD, and bash shell scripting. My programming knowledge is well developed (e.g. template metaprogramming, generic programming, boost function/bind with STL, lambda functions, ..., etc). Familiar with Win32, CLR, WPF, and POSIX API's, boost, xerces, ACE, STL, multithreaded programming, sockets, XML, FIX, FAST, SQL, Infiniband ..., etc. Have coded to many exchanges' Order, Drop, and Price feeds, including CME Globex, Eurex EBS, BGC eSpeed, and NASDAQ OMX. Familiar with SIMD programming from MMX to SSE2 and Cell. Interested in greenfield algorithmic trading platform development for a start-up, individual, or small firm. Specialties Software Engineering: Low Latency, High Frequency Electronic Trading Platforms (HFT), C++ (STL), C#/.NET4/WPF, Multithreading, Windows, Unix/Linux, Network Protocols Software optimization (oprofile, VTune, valgrind, ..., etc) Exchange interfaces FIX/FAST,eSpeed,ITCH/OUCH Financial Markets/Futures,Energy, Fixed Income, hardware assisted software acceleration, hardware design. Commercial helicopter pilot active in Chicago.
