Selected work

Projects & research.

Other projects

Trading systems

EWT / Cats Trading

Primary technical architect of foundational arbitrage and high-frequency trading systems at the operation that became Virtu Financial.

Market infrastructure

NYMEX

Core trading-engine components and calendar-spread algorithms.

Programming

O’Reilly

A bestselling programming book, translated into multiple languages; no. 45 on Amazon’s Hot 100.

The web

MIT / W3C

Writing on programming, the web, and the Document Object Model.

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