Skip to content
View tfrmma's full-sized avatar
💭
Silent in the book...
💭
Silent in the book...
22 followers · 0 following
  • Europe
  • 15:13 (UTC +01:00)

Achievements

Achievement: YOLO

Achievements

Achievement: YOLO

Block or report tfrmma

Block user

Prevent this user from interacting with your repositories and sending you notifications. Learn more about blocking users.

You must be logged in to block users.

Content in all repositories owned by your account will be closed.
Maximum 250 characters. Please don’t include any personal information such as legal names or email addresses. Markdown is supported. This note will only be visible to you.
Report abuse

Contact GitHub support about this user’s behavior. Learn more about reporting abuse.

Report abuse
tfrmma/README.md 
████████╗ █████╗ ██╗  ██╗ █████╗
╚══██╔══╝██╔══██╗██║  ██║██╔══██╗
   ██║   ███████║███████║███████║
   ██║   ██╔══██║██╔══██║██╔══██║
   ██║   ██║  ██║██║  ██║██║  ██║
   ╚═╝   ╚═╝  ╚═╝╚═╝  ╚═╝╚═╝  ╚═╝

Algorithmic Trader · Market Maker

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

Email

👤 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.

Pinned Loading

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

    Low-latency options pricing engine in Rust. BSM, Black-76, Heston, Bates (jumps), Local Vol (Dupire), Monte Carlo (Euler/Andersen QE). Adaptive Gauss-Kronrod CF pricers, full analytic Greeks, forwa…

    Rust 13 2

  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 10 1

  3. 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 8 1

  4. 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 8

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

    Lock-free, zero-alloc L2 order book core for Binance, Bybit, and Hyperliquid. SPSC ring buffer (Disruptor pattern), cache-line-aligned book with compile-time size asserts, loom-verified concurrency…

    Rust 6

  6. oms-order-management-system oms-order-management-system Public

    High-performance C++20 Order Management System (OMS) and Smart Order Router (SOR). Stateless routing, lock-free SPSC queues, zero heap allocation on the hot path, pre-trade risk controls, latency-a…

    C++ 5