nicholasferguson@wingarch.comHe has specialized, over the past six years, in high/ultra high frequency algo engines used for trading, especially ETFs and FX ARB. His dev tool skills included KDB/Q, C++, C, C# WPF (MVVM) and WinForm (MVM), Java, Perl, Python, VB, Win64, Linux 64, Matlab and Octave. He has a well rounded exposure to trading desks at multiple firms. He has developed algo scripts for R/T hedging and quotes. His algo engines included (1) a C++ liquidity transformer, that handled arbitrage with depth of books for ETFs, Stock Baskets and E-mini Futures with a C# client GUI with WPF MVVM (2) a C++/java delta-gamma trading algo engine, used for ETF Lead Market Making at ARCA/NASDAQ. (3) a C++ Exchange Simulator, processing R/T Wombat data, and Reuters E-mini futures, to test/optimize dev of algos. It had a C++ GUI. It was also used as a test bed for CEP. He developed "Proof of Concepts" for trading desks, to demo their new trading initiatives. He developed C++/Perl infrastructures to reduce and eliminate operational risks at Market Open, in ETFs, Stock Baskets and E-mini Futures, that could impact these algo engines. He developed C# console apps to analyze daily fix log files to streamline Market Making and Pair Trading Apps. He has worked at Deutsche Bank Securities, Credit-Suisse, Bear Stearns, Lehman Brothers and Barclays Capital. In 2001/2002, he passed Cisco's CCNP/CCDP, to work with network engineers to fine tune trading infrastructures. He solved a major operational risk issue at Lehman, with his CCNP/CCDP & dev skills, for an FX ARB farm.KDB+/Q "Proof of Concepts" to demo high frequency of complex computations over large data sets.Demos were based on MS theses or public quant examples.https://github.com/nicholasferguson/kdb.q.SABR.Nelder.Mead ( This solves SABR with Nelder Mead over 9 Strikes and 20 Experies)https://github.com/nicholasferguson/kdb.q.kalman.filter.Missing.Data.INS.GPS (This inserts defaults for missing data, using Kalman Filter)https://github.com/nicholasferguson/kdb.q.kalman.filter.beta.ETFs https://github.com/nicholasferguson/kdb.q.studies/powermethod.txt ( This returns dominant eigenvalue/eigenvector )Upcoming: a KDB+/Q Pair trading with Nelder Mead.Other KDB Projects:Developed at Barclays complex reports. Java scripts created KDB sql scripts, as atomic as possible. System ran under an hour. Previous version ran overnight. KDB feed handlers for a Swap and a Quant Desk. Matlab clients to KDB for a Quant Desk. At Lehmans: KDB feed handlers, with Historical and R/T instances for a FX Arb Farm.