Jason (Jinxiang) Lu Email & Phone Number

San Francisco, CA, US

Seattle, WA, US

• Discovered a clustered hashing algorithm (jasonlue.github.io) and replaced original chained hashing algorithm of Zeek dictionary. The new algorithm uses 1/3 memory and runs around 30% faster. Written in C++.
• Replaced Zeek file type detection serial regex engine with Intel Hyperscan parallel regex engine. The new algorithm runs 400% faster. Written in C++.
• Major contributor to sensord 2.0 that manages everything on the sensor, including filesystem, network, Zeek and Suricata and other related components on Debian/Ubuntu. Written in GO.
• Redesigned and implemented AWS related APIs, including S3 and IAM. Written in GO.
• Wrote Security Credentials Manager service, interacting with Hashicorp Vault and AWS IAM (Identity Access Management) to manage accounts and credentials on the sensor. Deployed as a Docker image through Spinnaker and.
• Wrote scripts to generate sensor QEMU VM images ready to deploy. Written in BASH.

Developed Quantitative Research and Trading System in Python and C++ to research, develop and run high frequency trading models written in Python.Research, develop and manage quantitative strategies on SP500 Futures & Options.

Austin, Texas, US

• Designed and developed a new stocks and derivatives trading server system co-located in NYSE data center with around 100 servers to support HFT trading models and active traders. The new system provides a better.
• Designed a fast, three layered subscription based market data delivery system with active backups and fast recovery mechanisms.
• Designed a successful load balancing and failover mechanism with minimal and reliable up to date synchronization.
• Developed K Protocol, with the extensibility benefit of tag-value based protocol but highly optimized to minimize the footprint on the network. With combined space and time based optimization effort, it reduced the.
• Brought NASDAQ UQDF/UTDF, CQS/CTS, NASDAQ Total View (ITCH3.1), ARCA OPRA feeds to the system.

Toronto, Ontario, CA

· Led a team of developers to design and implement a retail trading platform for North American markets including US and Canada.· Designed and implemented from scratch stock and option trading platform framework in C++, STL and boost, Multithreading and ATL OLEDB. The framework includes windows service, Winsock asynchronous TCP/IP communication, IP.

CA

• Designed and implemented a client / server system to redirect client requests from Windows and Solaris via TCP/IP to RS232, USB, and TCP/IP, I2C or PCI communication with embedded LINUX-real-time system. Written in.
• Designed and implemented RPC protocol on top of the communication for clients to call APIs exposed by embedded system. It supports complicated parameter types as arrays, variable arrays and structures with automatic.
• Developed USB WDM communication driver on windows and code signed it for vista 64. Also implemented RS232, TCP/IP, I2C communication pluggable components.

Redmond, Washington, US

· Worked on MSTV Basic, MSTV Broadband and Windows CE.NET OS within MSTV group.