Information regarding my model projects.
This is a simple JavaScript project of Model window
High-Frequency Trading: a low-latency limit order book matching engine in C++20. Matches by price-time priority in about 20 ns, with no allocation after start-up, one cache line per order and lock-free rings between threads. Sharded engine threads, a market data feed, exact record and replay, and a program other apps use. Runs inside Gomer Trading.
Gomer Trading: a paper trading competition exchange like Sterling Pro. A pro terminal with charts, Level 2, bracket orders and live leaderboards; any starting money; an in-memory engine answering in about 0.1 ms; a bot gateway (WebSocket, REST, binary); a practice market keeping US hours; a macOS app that shares itself online; a Test Lab.
Algorithmic Trading: a Python trading program. A regime-filtered continuation strategy; a backtester with walk-forward selection, an unseen holdout, random-entry and ablation checks (91.4% of 5,947 holdout trades won); a loss review after every session; and a bot that trades live on Gomer Trading through its bot gateway.
Model Project brings together three projects we built from scratch: High-Frequency Trading, a C++20 order book engine matching orders in about 20 ns; Gomer Trading, a paper trading exchange with a pro terminal, competitions, live leaderboards and a bot gateway; and Algorithmic Trading, a Python algorithm that researches, backtests and trades on it.
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