Calvin Lui
Software Engineer at Alpaca- Claim this Profile
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Bio
Experience
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Alpaca
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United States
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Financial Services
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1 - 100 Employee
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Software Engineer
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Nov 2021 - Present
- Heavily focused on developing low latency messaging system that can handle high traffic market conditions, e.g. 500k msg/sec - Identified and resolved various performance bottlenecks using pprof profiles, go execution tracer, zero garbage design, non-blocking IO, Aeron, etc. - Heavily focused on developing low latency messaging system that can handle high traffic market conditions, e.g. 500k msg/sec - Identified and resolved various performance bottlenecks using pprof profiles, go execution tracer, zero garbage design, non-blocking IO, Aeron, etc.
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Tradetone Research Labs
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Toronto, Ontario, Canada
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Software Engineer
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Aug 2019 - Apr 2021
- Developed software in C++ for an FPGA-based high frequency trading system - Designed and operated low latency networks within on-premise data center - Developed software in C++ for an FPGA-based high frequency trading system - Designed and operated low latency networks within on-premise data center
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Ctrl V - Virtual Reality
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Canada
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Entertainment Providers
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1 - 100 Employee
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Developer
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Sep 2018 - Dec 2018
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Unata Inc., an Instacart Company
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Canada
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Consumer Services
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1 - 100 Employee
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Automation Developer
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Jan 2018 - Apr 2018
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Cambridge Global Asset Management
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Toronto, Ontario
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Trading Assistant, Research Associate
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Jan 2017 - Apr 2017
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Education
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University of Waterloo
Bachelor of Computing and Financial Management, Computer Science