Spring 2026
High-Frequency Trading)
University of Illinois Urbana-Champaign
Explored low-latency trading systems and the engineering tradeoffs behind market data, execution, and infrastructure performance.
- Low-Latency Systems
- Market Microstructure
- Performance Engineering
- Data Pipelines
- Backtesting & Risk
Course Focus
Systems-first trading: performance constraints, reliable pipelines, and measuring tradeoffs from data ingestion to execution.
What I practiced
Thinking rigorously about latency budgets, throughput, and the quality/limits of signals.
Reflection
Reinforced an engineering approach to finance: quantify assumptions, test aggressively, and optimize the right bottleneck.