Devashish Rathee
High Frequency/High Availability Trading Systems
- Role
- Analyst at Quantizer Research
- Location
- Gurugram, HR, IN
- LinkedIn followers
- 500 followers
About Devashish Rathee
HFT / Low Latency Developer. 6 Years of Experience in Writing Order Management…
Experience
Analyst
Dec 2022 — Present · Gurugram, IN
Developed Modular HFT Engine With Plug And Play Support For Multiple Exchanges and HighFreq Trading Strategies On The Fly And Sub 3 uSec Latency.2. QZQ - Shared Memory SPSC Queue For Windows Enabling High Speed IPC.3. Developed Infra Level RMS Application. Added In-House SPAN Margin Calculation, PnL Checking, Greeks, Margin(Exposure, Delivery, Yesterday).4. HFT Strategies - Developed 2Leg/3Leg/4Leg IOC And Quoting Strategies.5. Generic RMS Dll - Developed Generic Plug And Play RMS Dll That Handles All PTRC.6. NSE Certification - Aligned The Code Base With Features Required By NSE For Getting CertifiedAnd Lead To Obtaining It.7. Development Of Margin And MarketWatch Related Modules In Both Trading UI And Admin Console.8. Developed A Windows Based C++ Application To Broadcast MBP.TBT,Margin,PnL Using IPC SharedMemory Queues Thereby Saving Network Traffic And Faster Data Transfer And High Throughput.Supports Upto 60 UI Clients On Single Server With Relatively Low Sytem Resource Consumption.9. RealTime LTP Service.10. Development Of Feed And Line Handlers. Developed Auto OMS.
Education
Deenbandhu Chhotu Ram University of Science & Technology, Murthal(Sonepat)
Bachelor of Technology - BTech
2015 — 2019
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