Detailed Project List

MEV (Diploma Work)
  CV Software Database
    CV is the acronym for Capacity versus Voltage curve measurement 
    of silicon wafers. The thinckness and the quality of the silicon 
    dioxide can be measured this way. The measuring equipment was a 
    specialized Z-80 based machine in a clean-room environment. 
    Assembly and BASIC language have been used.
    One-man project.

EMG 1986-1990
  In-circuit Tester Software
    Software Development for in-circuit testers.
    The in-circuit tester measures the devices that were already 
    mounted to the Printed Circuit Board (PCB).
    Project for 10 men.

  LSI/VLSI Tester Software
    This software measured VLSI/SLI devices after production.
    The  software that was written in ATLAS language measured 
    memory devices and microprocessors.
    Project for 20 men.
    
TSD 1991-1993
  Convergence Setup Program for Projection Television
    This programs adjusted the convergence of the 3 
    light beams automatically when after the projector
    has been moved to a different place.
    Project for 5 men.

  JPEG Image Compression and Decompression Program Development  
    Developed an implementation of the JPEG algorithm to and
    optimized it to make it very fast on vector processors. 
    One-man project.

  Graphics Simulation Program for House Builders and Show Rooms 
    Developed a complete rendering system based on Radiosity to
    display images of the interior with lighting simulation. 
    One-man project
    
Credit Suisse 1993-2000    

  Price Server Development
    Development of Price Server and Tick-by-tick data system. 
    Project for 3 men.

  Proprietary Trading System GUI Development
    Developed the GUI for CSFB's EDO trading system. I made
    the following major enhancements:
    - Equity, CB, Warrant, Option, Future and Spread Products. 
    - Strategy to handle synthetic calendar spreads.
    - Strategy to handle synthetic stop orders.
    - Vertical spreads, straddle strangle and butterfly strategies.
    - Global Product handling.
    - Real-Time Position Screen with currency conversion
    - I spent a total of two months in New York to do system 
      integration and develop specific features required by 
      Fixed Income New York.
    One-man project

  Client Trading System GUI Development
    I developed the first Java based trading application front-end 
    for New York that was taken over by Fixed Income New York and 
    finally became Prime Trade.
    Project for 2 men.

  Development of Fast Search Engine for Customer Data
    Invented a fast search-engine algorithm to search the customer 
    and products database using fast-sub-string search.
    One-man project

  Global Order Routing System
    Developed a Global Order Routing system for CSFB's internal
    EDO Trading System to route orders between major global
    offices in London, New-York, Tokyo, Seoul, Hong Kong and Sydney.
    One-man project

  Setting up System Departments in Hong Kong and Seoul offices.
    I spent a total of two months in Hong Kong
    This involved interviewing people and physically setting up
    the system in these offices. In Seoul I supervised the development
    of a line handler based upon KOSCOM API and installed our
    Basket Trading System.
    Project for 3 men.

  Warrant Market Making System
    In Sydney we set up a complete Market Making System for warrants.
    The system involved an evaluation engine and a trading system 
    GUI component.
    Project for 2 men.

Blue-Edge Technologies/Central Technologies 2000-2003

  BLUES Trading System
    Developed a full featured multi-broker Java and Rendezvous based 
    real-time trading system for AMBER, EIFUKU and EVOLUTION hedge funds. 
    This long project involved:

    - System Design of major components (Session Manager, Order Manager,
      Strategy Server Position Server, Product Master, Client GUI, 
      Admin Server and GUI, FIX based Broker Adapters)
    - Physical Java Coding of Order Manager and Strategy Server.
    - Directly involved in setting up Blue-Edge Hungary subsidiary
      office.
    - Managing teams overseas (Romania, Hungary and Bulgaria)

    Project for about 15 men.

  Strategy Simulation Software
    Designed and coded a Java based application that used historical
    Teguchi and Tick-by-tick data and applied different trading 
    strategies on them.

    Project for 2 men.

UBS Securities (Japan) Ltd. 2003-2004
   A Stratgy Server has been developed by a distributed team in
   Tokyo and Sydney. My responsible was to develop a Java VWAP 
   strategy stub and a C++ communication module that communicated
   with an external VWAP engine.

Afallon Consulting 2004-2007
  A complete implementation of a Basket Trading System in Java
  which includes the following modules:
  - Market Depth Module
  - Basket Engine to persist Baskets and make atomic operations on
    baskets.
  - GUI
  I also needed to make modifications to other parts of an existing
  system, like Order Manager, Prcing Engine and Session Manager.

Tora Trading Services 2007-
  - Parent/Child orders
    Parent Child order with reparenting regrouping capabilities and
    audit support.
  - Algorithmic trading engine 
    This was a one-man project. The initial trading module contains
    Short Sell logic. This engine will be used for all algos.