Hi, I'm Udit Samani 👋

I'm a Quantitative Developer based in the United Kingdom, where I craft high-performance trading systems for commodity markets. My work sits at the fascinating intersection of financial mathematics, low-latency engineering, and market microstructure.

What I Do

I specialize in building ultra-low-latency trading systems and developing sophisticated pricing algorithms for commodity futures. My day-to-day work involves:

• Designing and implementing high-frequency trading systems that operate in microsecond timescales
• Developing pricing models and hedging algorithms for commodity derivatives
• Building robust risk management systems, including Value at Risk (VaR) calculations
• Researching and implementing novel approaches to market risk modeling

Technical Expertise

I'm passionate about performance-critical software development, with particular expertise in:

• Rust: My go-to language for systems programming where every microsecond counts
• Python: Leveraging its rich ecosystem for quantitative analysis and rapid prototyping
• Low Latency Engineering: Optimizing every layer of the stack, from network protocols to CPU cache utilization
• Quantitative Finance: Specializing in derivatives pricing, risk modeling, and algorithmic trading strategies

Current Interests

I'm currently diving deep into:

• Advanced risk modeling techniques for commodity markets
• Machine learning applications in market making
• Zero-copy networking optimizations
• Novel approaches to portfolio optimization

When I'm not optimizing trading algorithms or diving into market microstructure, you'll find me exploring new technologies and contributing to open-source projects. I believe in continuous learning and love to challenge myself with complex technical problems.

Feel free to reach out if you want to discuss anything related to quantitative development, low-latency systems, or financial markets!