Latency Labs Blog
Welcome to my blog. I write about low-latency software, quantitative finance, high-performance computing, and AI.
Automated Options Chain Scanning with Python
I built a Python scanner to filter options chains for liquidity using the Quotient API, automating manual terminal lookups for my personal trading.
Calculating VWAP from Intraday Market Data with Python
I needed a benchmark for my personal execution algorithm sandbox. Here is how I fetched minute-level intraday data and calculated the Volume Weighted Average Price (VWAP).
C++20 Coroutines for Asynchronous I/O: Bypassing Callback Hell
Replacing callback-based network loops with C++20 coroutines to eliminate state machine boilerplate while maintaining zero-overhead execution.
Why I Chose a Lock-Free Queue for a Sub-100µs Matching Engine
How replacing std::mutex with a lock-free SPSC queue eliminated 50µs latency spikes in my C++ market data feed handler project.
Refactoring a Monolithic Trading System to Microservices
A technical case study on decomposing my C++ trading engine portfolio project into distributed services using NATS and gRPC.