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sukesan7/README.md

Computer Engineering @ Toronto Metropolitan University

Building deterministic trading infrastructure, market-data systems, and low-latency software.


Technical Focus

Trading Systems
Backtesting Event-Driven Simulation Execution Modeling Walk-Forward Validation Monte Carlo Risk Controls

Market Data & Systems Engineering
C++20 Python Low-Latency Systems Binary Logging Deterministic Replay Multithreading Lock-Free Queues

Data Engineering & Research Tooling
Polars Pandas NumPy PyArrow SQL YAML CLI Tooling

Software Quality & Infrastructure
pytest Catch2 ruff mypy CMake GitHub Actions Linux


Featured Engineering

Project Description Stack
Meridian Deterministic, event-driven backtesting engine for intraday futures research, built around causal feature generation, next-bar-open execution, strict RTH session handling, immutable run artifacts, walk-forward validation, Monte Carlo analysis, and CI-enforced determinism checks. Python 3.10+ Pandas NumPy Parquet YAML pytest mypy Ruff GitHub Actions
Auro C++20 market-data infrastructure for capturing crypto exchange feeds, writing compact append-only binary recordings, building replay indexes, and deterministically replaying streams for parser benchmarking and offline analysis. C++20 CMake simdjson CLI11 Catch2 Boost.Beast/Asio OpenSSL
Astra IMC Prosperity 4 research terminal with deterministic backtesting, portal-parity execution, scenario stress testing, walk-forward validation, hyperparameter optimization, visual analytics, and AST-based submission bundling. Python 3.11+ Next.js Parquet YAML Ruff AST Tooling Type-Checked Tests
Instigator Modular Discord operations bot with slash-command tooling, ATS job aggregation, transit and market alert pollers, SQLite-backed persistence, server economy/game systems, and a Gemini-powered mention assistant. Python 3.11+ discord.py SQLite asyncio Gemini API ATS APIs Yahoo Finance
Aegis Real-time EMS navigation and routing telemetry dashboard with OSM-based routing, live vehicle simulation, disruption re-routing, AI triage, and Dijkstra vs Duan–Mao BM-SSSP benchmark visualization. Winner of York Region’s Best Community Impact Hack. React TypeScript FastAPI MapLibre GL OSMnx NetworkX Recharts Node.js

Pinned Loading

  1. astra astra Public

    Open-source IMC Prosperity 4 research toolkit with deterministic backtesting, strategy validation, and round writeups.

    Python

  2. meridian meridian Public

    Deterministic, event-driven backtesting engine for intraday futures. Features regime-adaptive execution, strict session handling, and causal integrity

    Python

  3. auro auro Public

    C++20 market-data recorder with binary log format, deterministic replay, latency/throughput benchmarking, and replay-based scanners.

    C++

  4. aegis aegis Public

    CTRL+HACK+DEL 2.0 Hackathon Winning Project for Team Instigate Café

    TypeScript 1 1