• Analyses FIX Message and use different versions of FIX Protocol, such as FIX 4.2, FIX 4.4, and FIX 5.0.
• Learned Fix engines workflow. Read source code of Quick Fix and use Quick Fix to connect with clients.
• Redesigned algorithmic trading part, market data feed part and risk management part of currency trading system use C#.
• Built back test tools to test trading strategies using historical data to assess their performance and profitability.
• Used database services with MS SQL SERVER to store daily order, market data and fix log.
• Collaborated with teammates to build a WPF based trading display application, including charts, real time price, order and P&L.