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Silent in the book.
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Silent in the book.
19 followers · 11 following
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  • 19:01 (UTC +01:00)

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tfrmma/README.md 
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Algorithmic Trader · Market Maker

Perpetuals Market Making · OTC Derivatives · On-Chain Liquidity Provision

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👤 About Me

Algorithmic and execution trader specializing in systematic trading strategies, market making, OTC trading, and on-chain liquidity provisioning across CEXs and DEXs. Deep expertise in low-latency execution, order book dynamics, Greeks hedging, and inventory risk management.

Operating with high ownership and full autonomy across live capital environments through extreme volatility regimes.

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  1. options-pricing-engine-rs options-pricing-engine-rs Public

    Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (stochastic vol + jumps), Local Vol (Dupire). Analytic Greeks, fast IV solver (Halley), monotone cubic spline surfaces. Para…

    Rust 11

  2. game-theory-trading-strats game-theory-trading-strats Public

    MFT/HFT & Market Making suite for Hyperliquid. Features SAC/PPO agent that optimizes Avellaneda-Stoikov inventory control, VPIN & Kyle's Lambda toxicity classification, FIFO queue warfare estimatio…

    Python 6

  3. latency-benchmarking-suite latency-benchmarking-suite Public

    Sub-microsecond latency benchmarks for critical HFT execution stack. Companion to sor-engine & oms-order-management-system. Uses rdtsc + lfence/rdtscp, core pinning, cache warming & zero heap. Meas…

    C++ 5

  4. realistic-mm-backtester realistic-mm-backtester Public

    Realistic market making backtester with tick-by-tick L2/L3 replay, FIFO queue simulation (iceberg detection + cancel inference), latency modeling, maker/taker execution, multi-asset support, realis…

    Python 5 1

  5. feedhandler-core-rs feedhandler-core-rs Public

    A zero-allocation, lock-free, ultra-low latency L2 order book engine and normalized feedhandler designed for high-frequency trading environments. This core leverages mechanical sympathy and data-or…

    Rust 4

  6. options-volatility-trading-strats options-volatility-trading-strats Public

    Advanced volatility trading strategies for crypto options. Python implementation featuring delta-neutral strategies (straddles/strangles with Whalley-Wilmott bands), Volatility Risk Premium (VRP), …

    Python 4