OneChronos is a U.S. equities ATS designed bottom-up to fundamentally address the growing gap between how trading venues match orders and how traders need to execute.
Led the development of a high-performance Fast Fourier Transform (FFT) library in Rust, achieving significantly better run-time (or at least on par) and upto 5x less memory usage when compared with other leading FFT libraries.
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Led the development of a high-performance quantum state simulator in Rust, achieving speeds on par with or surpassing C and C++ counterparts.
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Conducted extensive performance analysis, optimizing the simulator to be one of the fastest in its class.
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Leveraged Rust's memory safety and performance features to create robust, and optimal code.