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Achievement: Pair ExtraordinaireAchievement: Arctic Code Vault ContributorAchievement: Pull Shark

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rrohit2901/README.md

Hi, I'm Rohit 👋

Quantitative Developer at Squarepoint Capital, working on the Commodities Systematic & Vol desk — pricing, alpha research infrastructure, and the infrastructure around it. Previously at AlphaGrep Securities, building C++ trading systems for spread-based strategies.

CSE grad from IIT Kharagpur (2023). Before finance, I did ML/usable security research — published at USENIX Security, ICWSM, and SPACE.

I care about building systems that are usable, scalable, and efficient — fast enough to matter, simple enough that people actually use them.

  • 🛠️ Mostly write C++ and Python; also work with q/kdb+
  • 💬 Ask me about low-latency systems, market microstructure, or research infra
  • 📫 LinkedIn

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  1. MatchingEngine MatchingEngine Public

    C++20 limit order book matching engine — price-time priority, P50 87 ns book insert, pybind11 Python bindings.

    C++

  2. DistributedSystemsGroup-IITKGP/Distributed-Queue DistributedSystemsGroup-IITKGP/Distributed-Queue Public

    Python

  3. Mainack/switch-vpn-datacode-sec24 Mainack/switch-vpn-datacode-sec24 Public

    Code and data for our Usenix Security 2024 paper on Data-driven Understanding of Mobile VPN Service Switching Preferences in The Wild

    Python 2 1

  4. AbhilashDatta/RISC-Processor AbhilashDatta/RISC-Processor Public

    This is a single cycle processor, which processes each instruction in single clock cycle, working on Instruction Set Architecture (ISA) specified in the documentation.

    Verilog 1

  5. LEGSUMM LEGSUMM Public

    Legal document summarization using document graph augmentation

    Jupyter Notebook 1

  6. Neural-Cleanse-Pytorch Neural-Cleanse-Pytorch Public

    Python 1