Yukun Jiang

Yukun Jiang

Software Engineer @ Two Sigma Securities

I work as a software engineer at Two Sigma Securities , collaborating with a pod of researchers in market making and intraday alpha business.

My work mainly focuses on three aspect: 1) Develop low-latency trading platform with steady tail latency across the whole trading day. 2) Optimize alpha model computation in real-time fashion. 3) Maintain and enrich a high-fidelity simulation framework for research.

I graduated from School of Computer Science, Carnegie Mellon University with Master degree and NYU Shanghai, New York University with Bachelor degree.

My academic & professional pursuits are centered around low-level system stuff, including computer architecture, operating system, networking stack, etc. Despite that I won’t be able to share those exciting yet confidential works I’ve done in TSS, I will post regular blogs here on a wide variety of topics. Feel free to contact me for further discussions.

Blogs

Operating System

Publications

NeurIPS 2022
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EnvPool: A Highly Parallel Reinforcement Learning Environment Execution Engine
Jiayi Weng, Min Lin, Shengyi Huang, Bo Liu, Denys Makoviichuk, Viktor Makoviychuk, Zichen Liu, Yufan Song, Ting Luo, Yukun Jiang, Zhongwen Xu, Shuicheng Yan

  • EnvPool is a C++-based batched reinforcement-learning environment execution engine with pybind11 interface
  • Support both synchronous execution and asynchronous execution
  • Support both single player and multi-player environment

Projects

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Turtle is a C++17-based lightweight network library for web server on Linux. It abstracts the tedious manipulations on the TCP socket into low coupling and highly extensible framework. It allows a fast custom server side setup where the business logic could be specified for each client TCP connection in the form of a callback function.

  • Set non-blocking socket and edge-trigger handling mode to support high concurrency workload
  • Support HTTP GET/HEAD request & response
  • Support dynamic CGI request & response
  • Support MySQL Database interaction
  • Support Timer to kill inactive client connections to save system resources
  • Support asynchronous consumer-producer logging
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XV6 is an operating system built on RISC-V architecture. New features are implemented in a series of lab improvments, including a few new system calls, separate kernel page for each process, lazy allocation, copy-on-write, mmap, user-level threading, fined-grained memory allocator and cache block, file system and a basic network driver.

Educations

  • 2021 - 2023, School of Computer Science, Carnegie Mellon University
    • M.S. in Computational Data Science (System Track)
  • 2017 - 2021, NYU Shanghai, New York University
    • B.S. (Magna cum laude) in Computer Science + Honors Mathematics