---
title: Chimera
description: Saksham Arora — data scientist and quant researcher. HFT matching engine at 2.7M ops/sec, IMC Prosperity 4 top 0.8% globally, and writing on systems, quant, and AI.
tags: [About]
---

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      HFT-ENG ▲ 2.7M ops/s p99 900ns&#160;&#160;·&#160;&#160;IMC-P4 ▲ rank 154 / 18,800+ teams&#160;&#160;·&#160;&#160;GITRADE ▲ live market in a README&#160;&#160;·&#160;&#160;LLM-BENCH ▲ percentiles not averages&#160;&#160;·&#160;&#160;QRS ▲ Black-Scholes in 731 bytes&#160;&#160;·&#160;&#160;SLEEP ▼ limit down
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Hey. I'm **Saksham Arora**, a data scientist and quant researcher. I build things where the interesting constraint is the data, not the framework. 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 measure. You can learn more about me through my [portfolio](https://saksham.digital) (psst: press `` ` `` there).

I compete in quant trading competitions, build ML pipelines, and have a systems engineering background in low-latency C++20.

## Posts

- [[blog/01_why_i_rebuilt_my_hft_engine|Why I Rebuilt My HFT Matching Engine From Scratch]] #HFT #Systems #Performance
- [[blog/the-average-latency-lie|The Average Latency Lie: What 100 LLM API Calls Taught Me]] #AI #LLM
- [[blog/02_smart_pointers_complete_guide|Smart Pointers in C++]] #cpp #Systems

## What You'll Find Here

Mostly things I'm building, measuring, or trying to understand at the systems level.

- **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](https://github.com/saksham10arora-dotcom) · [LinkedIn](https://linkedin.com/in/saksham-arora10) · [X](https://x.com/saksham10arora) · saksham10arora@gmail.com

<sub>market data delayed by 0ns · this blog is not financial advice</sub>