Areas of Expertise

Financial Systems

  • GPS timestamp correction and recovery
  • Sub-micro second (RTT) market data feeds and order entry
  • Order interfaces, order placement strategies, smart routing, internalization
  • Integrated backtesting subsystems for fast-to-market deployment from QR to live trading
  • Multi-threaded, multi-process complex factor models and implied calculations
  • High volume tick data processing and storage
  • High frequency trading strategies
  • Econometrics and Statistical arbitrage modelling
  • Data storage: relational, noSQL, column-oriented
  • Financial Data compression (>50:1 ratio)

General Computer Science

  • Lossy and Lossless data compression (numeric, binary and text)
  • Event synchronization with distributed algorithms
  • Blockchain Technology
  • Encryption, Public Key Encryption
  • Distributed Systems and tools
  • High Performance and Parallel Computing
  • Massively parallel hardware development: CUDA, OpenCL, Intel PHI
  • Python and R components and C/C++ interfacing
  • Matlab/Symulink, LabView development

Machine Learning

  • Neural Networks (aka “deep learning”)
  • Fuzzy logic
  • Kalman-based learning methods
  • Bayesian learning
  • Application-specific supervised learning
  • Online supervised and unsupervised learning algorithms (for extremely big data sets)

FPGA Components

  • Xilinx Vivado HLS and Altera Quartus Prime
  • Digital Signal Processing
  • Custom language engines

C++ Linux Server Side

  • C++11-14-17 (aka “Modern C++”)
  • Orthodox/Embedded C++ for IoT and embedded devices
  • Complex, multithreaded, lockfree algorithms powered by vector (SSE/AVX/AVX512/FMA)
  • Custom Assembly (X86-64,ARM64) development.
  • New languages, custom compilers.

Numerical Methods

  • Wavelet Analysis and Algorithms
  • Integral Equations (electromagnetism, corrosion, potential fields)
  • Boundary Element Method (BEM)
  • Finite Element and Differences Methods (FEM/FDM)
  • Wavelet-based matrix compression for interactive methods

Structural Analysis

  • Dynamic Systems Modelling
  • Modal Damping
  • Integrity Analysis


  • Reverse Time Migration (Seismics 2D/3D)
  • Satellite Imagery
  • Gravimetry, Magnetometry, Spectrometry
  • Geosoft

3D Visualization

  • C++ with high-level scene graph
  • Linux or Windows interfaces
  • Oculus Ryft, Microsoft Hololens development