Hey. I’m Saksham Arora, a systems and quant engineer. I build things where the interesting constraint is nanoseconds, not lines of code. Most of my work starts as a weird idea (“what if a live exchange ran inside a GitHub README?”) and turns into something I can benchmark. You can learn more about me through my portfolio (psst: press ` there).
I compete in quant trading competitions, write low-latency C++20, and measure LLM APIs the way you’d measure an order router.
Posts
- Why I Rebuilt My HFT Matching Engine From Scratch HFT Systems Performance
- The Average Latency Lie: What 100 LLM API Calls Taught Me AI LLM
- Smart Pointers in C++ cpp Systems
Market Depth
Mostly things I’m building, measuring, or trying to understand at the systems level. Sorted by book depth:
- HFT and systems - Teardowns of my matching engine, cache locality deep dives, lock-free data structures. HFT Systems Performance
- Quant - Notes from IMC Prosperity 4, market microstructure, options math, algo trading research. Quant
- AI infrastructure - Benchmarking LLM APIs the way you’d benchmark an exchange: p99 latency, tail behavior, production reality. AI LLM
- Wiki - Reference articles on order book design, C++ memory model, cache hierarchies, concurrency primitives. Wiki
- Reflections - Occasional thoughts on building, competing, and what the numbers actually tell you.
Connect With Me
GitHub · LinkedIn · X · saksham10arora@gmail.com
market data delayed by 0ns · this blog is not financial advice