The Sub-Microsecond Execution Engine represents a foundational framework for high-frequency trading research. While the core repository is open for academic and educational purposes, we offer specialized engagements for institutional partners, research labs, and trading firms requiring production-grade performance and hardware-specific optimizations.
We provide technical expertise and implementation support across the following areas:
- Custom Hardware Integration: Implementation of kernel-bypass networking (DPDK, RDMA Verbs, Onload) for specific NIC hardware (Mellanox/NVIDIA, Solarflare/Xilinx).
- FPGA Acceleration: Porting of signal extraction and order serialization logic to HLS/RTL for FPGA-based execution.
- Performance Audits: Deep-dive latency analysis and bottleneck identification for existing HFT stacks.
- Production Hardening: Transforming research-grade code into deterministic, fault-tolerant production systems.
- Market Microstructure Research: Collaboration on multivariate Hawkes process modeling and order book imbalance features.
- ML-Driven Execution: Implementation of low-latency inference pipelines for proprietary quantitative models.
- Benchmarking Methodologies: Development of high-precision latency measurement frameworks and deterministic replay systems.
- Strategy Porting: Migration of high-level quantitative models (Python/Julia) to ultra-low latency C++ (AVX-512 optimized).
- Risk Management Frameworks: Implementation of pre-trade risk controls and institutional-grade kill-switches.
For inquiries regarding commercial support, research partnerships, or licensing for proprietary use, please contact:
Email: krishna@krishnabajpai.me
Notice: Pricing is not disclosed publicly. All engagements are scoped and quoted based on project complexity and hardware requirements. This repository remains licensed for non-commercial research and educational use only.