Nicholas Ferguson
Dev C . Reviewed Strategies For Ultra High Frequency For Algorithms And Computational Systems.
New York, New York, United States
Summary
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SeniorNicholas Ferguson is a seasoned developer with a decade of hands-on experience building ultra-high-frequency algorithmic trading engines and infrastructure for major firms including Deutsche Bank, Credit Suisse, Lehman and Barclays. He specializes in low-latency C++ systems, KDB+/Q prototyping, and glue languages (Perl, Python, Java, C#) to deliver real-time market-making, ETF/FX arbitrage and pair-trading solutions. Nicholas has designed exchange simulators, liquidity transformers and delta-gamma engines, and reduced operational risk at market open with robust audit and feed-handler tooling. He pairs deep systems-level optimizations (SIMD, vectorization, assembly reading) with practical network tuning—holding CCNP/CCDP certifications that he used to fix a major FX ARB infrastructure issue. Active on GitHub, he publishes KDB+/Q proofs-of-concept (SABR via Nelder–Mead, Kalman filters, power method) that demonstrate high-frequency computation over large datasets. Based in New York, he combines quantitative rigor with production engineering to move research-grade ideas into latency-sensitive trading deployments.
10 years of coding experience
6 years of employment as a software developer
English, French, Spanish
Github Skills (30)
science8
precompiler8
blockchain7
cryptography7
xrp7
python7
maxima7
cryptocurrency6
math6
computer-algebra-system6
computer-algebra6
cpp5
solve3
manifold2
machine-learning2
Programming languages (4)
Github contributions (5)
nicholasferguson/LD-SPATT
Dec 2015 - Apr 2024
Contributions:23 pushes, 1 branch in 8 years 5 months
nicholasferguson/kdb.q.kalman.filter.beta.ETFs
Sep 2019 - Sep 2019
Contributions:45 commits, 41 pushes, 1 branch in 1 day
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