• 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 Kubernetes. Written in GO.• Wrote scripts to generate sensor QEMU VM images ready to deploy. Written in BASH.• Wrote scripts to upgrade legacy sensor, by shrinking its file system with LVM, creating new partitions, and collecting and reapplying registration info to new images, all happening during rebooting period with grub and booting mechanism. 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.

• 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 performance, unified interface, faster development framework, low maintenance and low operation costs.• 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 packet size to about 25% of the old protocol. • Brought NASDAQ UQDF/UTDF, CQS/CTS, NASDAQ Total View (ITCH3.1), ARCA OPRA feeds to the system.

· 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 Multicast, IOCP, Context based message system, and multi-CPU optimized synchronization, pluggable protocol components, and nicely wrapped ATL OLEDB classes with memory leak fixes.· The platform is powerful to support 100,000+ retails clients and 50,000 (250,000 at the peak) packages per second throughput on gigabit data center network co-located with around 50 scalable, load-balanced, redundant with fail-over, 8-CPU Microsoft Windows Servers 2008.· Invented a tagged-value based proprietary binary protocol · Designed a successful load balancing and failover mechanism with minimal and reliable up to date synchronization.· Based on the framework, created OPRA, NASDAQ UQDF/UTDF, CQS/CTS, NASDAQ Total View (ITCH3.1), ARCA, TSX L1/L2 and TSXV L1/L2 market data drivers to receive quotes from different market data center. Profiled these components for best possible performance, especial for OPRA driver which receives more 50,000 packets a second. Also implemented mechanisms for gap recovery from secondary multicast data channel and possible retransmission through separate data channels if necessary.· Created Information Server which sits between clients and market data drivers to redirect requests and responses from and to market data clients based on the well-designed subscription and request-response model.· Created Chart Server, by subscribing to all L1 data feeds, generates Chart data store in RAM as well as file with file mapping technology to serve all clients’ chart requests intraday and stores to SQL Server EOD.· Created FIX based ARCA, STAMP based TSX execution driver to connect to exchanges.

• 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 Visual C++, MFC, GUI, STL with multithreading on the windows side and GNU C++ and BSD sockets on embedded and Solaris side.• 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 serialization by simply defining them in function prototypes.• Developed USB WDM communication driver on windows and code signed it for vista 64. Also implemented RS232, TCP/IP, I2C communication pluggable components.

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