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.