Trading systems, and the research that runs on them.
I'm Zhendong. Since 2008 I have built trading systems end to end: market data, order gateways, exchange certification, strategy frameworks, simulators, and the research on top, across fixed income, futures, equities, options and crypto. MTS is new work built on that experience with today's tools.
The work
MTS Platform
An HFT trading system and the toolbox that checks it.It connects to 28 venues across five asset classes, with feed handlers, order gateways and drop copies for each. Simulators let every piece be tested before it touches a market, and a live demo shows it running.
MTS Lab
A quant research platform on the MTS trading system.Research lives in Python and C++ projects, and every experiment is recorded so it can be compared and rerun. Notebooks are checked against the engine, and an AI agent works in the projects alongside you. It runs on a laptop, a server or a cluster.
Along the way I also built AI products and tools: see them here →
If something here helps you, or you'd like to build on it, write to me.