Build and optimize a low-latency, high-throughput analytics engine for HFT. Implement market-microstructure research, execution cost models, and order-flow analytics with HPC techniques and modular plugin-based architecture.

Build and optimize low-latency, high-throughput analytics for HFT environments. Implement financial research (execution cost models, order flow analytics), architect modular plugin systems, and perform HPC tuning (parallelization, memory layout, zero-GC) to power real-time microsecond-resolution trading diagnostics.