Hi! I'm Geon Hwangbo, an aspiring Quantitative Developer passionate about designing low-latency trading systems and real-time market data infrastructure.
This repository demonstrates my hands-on experience in:
Reconstructing an MBP-10 order book from MBO FIX message streams,
Handling real-time bid/ask depth updates and market microstructure events,
Optimizing performance-critical components using efficient data structures in modern C++.
Built with accuracy, clarity, and robustness in mind, this project reflects how I think about market data processing, systems engineering, and edge-case correctness — skills essential for the fast-paced, high-reliability environments at firms like Blockhouse.