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Manav0559/README.md

Hi there, I'm Manav

I am a Mathematics and Computing undergraduate at IIT Patna, specializing in Quantitative Finance, High-Frequency Trading (HFT) systems, and Algorithmic Trading.

I build low-latency trading engines in C++ and research market microstructure strategies in Python.

Technical Stack

  • Systems Engineering: C++ (STL, Templates, Multithreading), Linux, CMake
  • Quantitative Analysis: Python (Pandas, NumPy, Scikit-learn), Time Series Analysis, Stochastic Calculus
  • Data Infrastructure: SQL, TimescaleDB, Docker, WebSocket APIs

Featured Projects

HFT Limit Order Book (C++)

A low-latency matching engine simulating a high-frequency crypto exchange.

  • Core Architecture: Implements standard Price-Time priority matching using std::map and std::vector for O(log n) efficiency.
  • Live Market Data: Features a custom Python feed handler that streams real-time BTC/USDT depth from Binance.
  • Performance: Optimized with fixed-point integer arithmetic to eliminate floating-point latency and errors.

Popular repositories Loading

  1. HFT-OrderBook-CPP HFT-OrderBook-CPP Public

    Low-latency Limit Order Book (LOB) and Matching Engine in C++17. Processes live market data from Binance.

    C++ 1

  2. Manav0559 Manav0559 Public