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  • Warsaw, Poland

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m-koska/README.md

Hi, I'm Michał

student at University of Warsaw, passionate programmer and economist

My skills:

  • low latency C++
  • cache-friendly programming
  • algorithms
  • finance
  • data science in R (especially natural language processing)

Recently I am also exploring functional programming in Haskell

Take a look at some of my repos:

  • hft-engine-with-research-pipeline - high performance research pipeline with sophisticated data structures, with ~ 10 ns performance on AddOrder measured on random price levels around the spread
    • custom allocator, bitboard, cache-friendly data design
    • NASDAQ ITCH 5.0 parser with historical data replayer
    • exporting orderflow imbalance to csv files for further research
  • gui-market-agent-model - a stochastic, multithreaded implementation of Brooks-Hommes model
    • lock-free ring buffer
    • profiled to reduce context switching overload
    • std::barrier and std::atomic instead of std::mutex
  • codecrafters-shell-haskell
    • parsing commands
    • pattern matching
    • POSIX API

Pinned Loading

  1. codecrafters-shell-haskell codecrafters-shell-haskell Public

    demonstration of Haskell pattern matching, implementation of shell in Haskell with REPL main loop and changing directories. Challenge from codecrafters.io

    Haskell

  2. gui-market-agent-model gui-market-agent-model Public

    Multithreaded market simulator implementing stochastic version of Brock-Hommes model. The project demonstrates low-latency engineering with lock-free structures and realtime UI rendering by a graph…

    C++

  3. hft-engine-with-research-pipeline hft-engine-with-research-pipeline Public

    A showcase of my hft order book, with ITCH 5.0 parser and historical data replayer. Thanks to the ultra-low latency message processing with 0 allocation on the hot path the pipeline is able to retr…

    C++

  4. hft-orderbook hft-orderbook Public

    An ultra low latency implementation of Order Book in modern C++ (C++20). Bypassing the standard library, it uses a custom memory pool allocator and chess engine inspired bit array for mapping activ…

    C++