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  • Warsaw, Poland

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m-koska/README.md

Hi, I'm Michał

Computer Science and Econometrics Student at the University of Warsaw
Former Poland Informatics Olympiad (OI) Contestant | Passionate Programmer and Economist.

My skills:

  • modern C++
  • cache-friendly programming
  • algorithms and data structures
  • finance
  • data science (R, Python)
  • Haskell

Take a look at some of my repos:

hft-engine-with-research-pipeline

A high-performance Limit Order Book with historic data replayer and NASDAQ ITCH 5.0 parser

  • 15 ns performance on AddOrder (microbenchmark)
  • cache-friendly data design: custom allocator, bitboard, hash map
  • exporting orderflow imbalance to csv file for further research

codecrafters-shell-haskell

UNIX shell - my take on codecrafters.io challenge

  • parsing commands
  • pattern matching
  • recursively walking an Abstract Syntax Tree

gui-market-agent-model

A stochastic, multithreaded implementation of Brock-Hommes market model

  • lock-free ring buffer
  • profiled to reduce context switching overload
  • std::barrier and std::atomic instead of std::mutex
  • graphical visualisation of price movements and parameters adjustable via GUI

glapinski-watch

[University Assignment] An automated text mining and NLP data engineering pipeline.

  • An automated web scraper and data pipeline for central bank speech analysis.
  • WhisperX integration for transcription and diarisation

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  1. hft-engine-with-research-pipeline hft-engine-with-research-pipeline Public

    A showcase of my hft order book, with ITCH 5.0 parser and historical data replayer. Thanks to the ultra-low latency message processing with 0 allocation on the hot path the pipeline is able to retr…

    C++

  2. codecrafters-shell-haskell codecrafters-shell-haskell Public

    demonstration of Haskell pattern matching, implementation of shell in Haskell with REPL main loop and changing directories. Challenge from codecrafters.io

    Haskell

  3. gui-market-agent-model gui-market-agent-model Public

    Multithreaded market simulator implementing stochastic version of Brock-Hommes model. The project demonstrates low-latency engineering with lock-free structures and realtime UI rendering by a graph…

    C++

  4. glapinski-watch glapinski-watch Public

    [University Assignment] Data pipeline for Polish central bank communication analysis. Featuring web scraping, speech-to-text transcription, speaker diarisation

    Python