Caleb Coffin

Software Engineer - Spread And Auction Strategies

Philadelphia, Pennsylvania, United States
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Summary

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Senior
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Top School
Caleb Coffin is a FINRA-licensed software engineer with nine years of experience building high-throughput options trading systems, currently developing proprietary C# algorithms for spread and auction strategies at Susquehanna. He combines low-latency C# and C++ engineering with Python data analysis to diagnose strategy performance and optimize execution, having owned retail options routing that handled 10–15% of U.S. options flow. Caleb has improved legacy state machines, overhauled automated Python FIX testing, and implemented build and packaging solutions (Conan + JFrog) to scale C++ deployments. An active open-source contributor, he enhanced matplotlib’s mplfinance plotting features to add flexible line-coloring and price/figure support, reflecting a practical blend of finance domain knowledge and full‑stack development. He also tutors computer science topics 1:1 with 700+ hours of instruction, translating complex systems knowledge into teachable concepts. Based in Philadelphia, he brings a rare mix of production trading responsibility, tooling craftsmanship, and hands-on mentoring.
code9 years of coding experience
job4 years of employment as a software developer
bookBachelor of Science - BS Computer Science, Bachelor of Science - BS Computer Science at University of Massachusetts Amherst
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Github Skills (7)

data-visualizations10
data-visualization10
data-visualisation10
lib10
python10
matplotlib10
develop9

Programming languages (5)

TypeScriptJavaScriptPHPHTMLPython

Github contributions (5)

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matplotlib/mplfinance

Mar 2020 - Apr 2021

Financial Markets Data Visualization using Matplotlib
Role in this project:
userFull-stack Developer
Contributions:60 commits, 10 PRs, 38 comments in 1 year 1 month
Contributions summary:Caleb's contributions focused on enhancing the `mplfinance` library's plotting capabilities. They implemented and refined the customization of line colors within line plots, improving user flexibility. The user also integrated and updated examples to illustrate the use of the new line color features and added example code for saving plots to files, expanding user utility. Furthermore, they added support for price and figure plots.
financialseabornpythoncandlestick-chartohlcv
Virtual stock exchange bot to use virtual currency in the real world market
Contributions:26 commits, 9 PRs, 21 pushes in 1 year 5 months
virtual-currencystock-marketexchangetrading-botcandlestick-chart
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