I'm currently building the 'Void Trading System' for KRX, with plans to expand to multi-exchange support!
Building an exchange-agnostic algorithmic trading system, starting with KRX.
Core Features:
- Market data pipeline
- High performance matching engine
- Extensible feature generation pipeline
- Market microstructure analytics
- Custom feature development support
- Extensible backtesting engine
- Strategy development framework
- Modular order management system (OMS)
- Multi-exchange support ready architecture
Development Timeline:
| Date | Milestone |
|---|---|
| Feb 16 | API Integration (KRX) |
| Feb 17 | First Strategy Live |
| Mar 09 | Historical Data Pipeline |
| Apr 06 | Real-time Data Pipeline |
| Apr 20 | Strategy Framework |
| May 11 | Trading & OMS |
| Jun 01 | System Integration |
| Jun 02 | KRX Version Launch |
Progress Tracker:
- System Architecture (Exchange-agnostic)
- KRX API Integration
- First Strategy Implementation
- Historical Data Pipeline
- Real-time Pipeline
- Strategy Framework
- Trading & OMS
- System Integration
Real-Time Market Data Forecasting Competition
- High-frequency market data analysis
- Real-time prediction models
- Active competition participation
Topic: "AI Optimized HFT Platform Development Process"
- Integrating AI Pipeline with Custom Matching Engine for High-Frequency Trading
Market Making Strategy with Rust & RL
- Matching engine implementation
- RL-based market making agent
- Feature generation pipeline
- Full system in Rust
Research and development in Reinforcement Learning for Trading
- RL-based trading strategy development
- Market microstructure analysis
Developed closing auction trading strategies models
- Top 20% in "Trading at the Close" Competition
Completed intensive ML training program
- Focus on practical ML applications
Financial data analysis and strategy development
- Award winner in Big Data Competition
Python | C/C++ | Rust
Last Updated: January 8, 2025