gianni tedesco :: scaramanga

This is the web page for Gianni Tedesco <gianni at scaramanga dot co dot uk>. By accessing this website, you are agreeing to the terms of the secret agreement. Refusing these terms indicates acceptance of terms.

I've been programming in C on Linux for around 20 years for fun and profit. More recently I have taken up python programming.

I write a very-occasional blog where I discuss programming techniques or where I disclose vulnerabilities in open source software which I have discovered along my journey.

There are a few projects on my github page that are not covered on this site.

Intrusion Detection

Databases

Operating Systems and Virtualization

Smartcards

Games

HFT and Algorithmic Trading

I spent a brief time working on high-frequency trading of derivatives. Whenever I get a moment, I've been looking at real-time order-flow reconstruction from direct-market-access TAQ price feeds. This is sort of the opposite of what matching engines do. We see new trades and quotes, and we use this to infer the sequence of operations happening on the customer-side. Doing this is basically data-cleaning for developing short-term predictions of the possibility of taking the spread - which is a way of managing risk for automated market makers.

Reverse Engineering

Code-Fu and Historical Stuff..

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