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ArkaKhorchidian/README.md

Hi, I'm Arka 👋

I build fast systems for markets and networks: C++ trading infrastructure, quant research tooling, telecom / broadband data pipelines, and open-source developer tools you can run in one command. MS Electrical Engineering @ Columbia (ML + internet systems) · building broadband planning infrastructure at Wireless 20|20 · co-founder of Crowded.


📊 Featured: booktop

A live order book in your terminal, like htop for markets. uvx booktop streams the real BTC-USD book from Coinbase: depth ladder, trade tape, imbalance and flow. No key, no setup. It also replays any stock from a NASDAQ ITCH day.

booktop streaming the live BTC-USD order book

⚡ Featured: fastitch

NASDAQ TotalView-ITCH 5.0 → Polars / pandas / Parquet, at native speed. One pip install, all 23 message types, streaming in constant memory, plus order-book reconstruction. 51x faster than existing Python parsers on real NASDAQ data.

import fastitch
frames = fastitch.read("12302019.NASDAQ_ITCH50.gz", types="orders", symbols=["AAPL"])
book   = fastitch.book("12302019.NASDAQ_ITCH50.gz", "AAPL", depth=5, every="1s")

🧰 Developer tools

Tool Try it What it does
subwaytop uvx subwaytop Every NYC subway train, live, on a map in your terminal, plus departure boards and service alerts
zombieports uvx zombieports What's running on port 3000? Every listening port, which project started it, how long it's been up, and one key to kill the forgotten ones
whoholdsup uvx whoholdsup Who holds up your app? Reads your lockfile and shows how many dependencies are kept alive by one person, untouched for years, or recently changed hands
sketchydeps uvx sketchydeps Is anything sketchy installed? Checks node_modules and your Python env for known malware, typosquats, brand-new packages and install-time code
isitthewifi uvx isitthewifi Is it the Wi-Fi? Grades your connection A–F (lag under load, jitter, loss, DNS) and tells you in plain English whether it's your Wi-Fi, your router, your ISP or DNS
whotalks uvx whotalks Who does your computer talk to? Watches every connection for a minute and groups them by company and app, with a privacy grade
slowrc uvx slowrc Why does your terminal take so long to open? Profiles your .zshrc line by line and fixes the slow parts safely
loosekeys uvx loosekeys Finds API keys sitting in plain text on your laptop: shell history, forgotten .env files, AI tool & MCP configs. Masked output, nothing leaves your machine
shellwrapped uvx shellwrapped Spotify Wrapped for your terminal: top commands, typos, 2am sessions, your shell personality
codewrapped uvx codewrapped ~/code Spotify Wrapped for your code, across every git repo on your machine, private ones included

subwaytop: live NYC subway map in the terminal

shellwrapped share card codewrapped share card


🏗️ Trading infrastructure (C++20)

Project What it does
Limit Order Book Simulator Price-time priority matching engine, fixed-point prices, cache-aware layout
Lock-Free Queues SPSC ring buffer + bounded MPMC queue, every memory_order justified
Latency Benchmarking Harness RDTSC cycle counting: caches, syscalls, atomics, branch misprediction
ITCH 5.0 Parser & Replay Book reconstruction + microstructure analytics on real NASDAQ data
FIX 4.2 Parser & Order Router Stream parser, session state machine, smart order routing
Multicast Market Data Analyzer UDP feed timing, gap detection, pcap replay

📈 Quant research (Python)

Project What it does
Optimal Execution Almgren–Chriss with Monte Carlo and TWAP/VWAP benchmarks
Factor Model & PCA Alpha Factor construction → alpha → backtest → attribution
Regime & Volatility HMM regimes; EWMA vs GARCH vs GJR vs HAR-RV out of sample

📡 Networks, telecom & hardware

Project What it does
gtp-meter GTP-U / Diameter parsing with line-rate per-subscriber metering
Policy / Authorization Service 5G PCF / 4G PCRF-style real-time policy decisions
6G Channel Estimation Neural OFDM estimators: +11.7 dB NMSE over mismatched MMSE
Polyglot ASIC Programmable protocol-emulator chip for Jane Street's Tiny Tapeout contest
SignSpeak On-device ASL fingerspelling on an ESP32-S3 with a BLE Flutter app

Stack: C++20 · Python · Polars/Arrow · PyTorch · Linux networking · Verilog Find me: arkakhorchidian.com

Pinned Loading

  1. fastitch fastitch Public

    Fast NASDAQ TotalView-ITCH 5.0 parser for Python: raw feed to Polars, pandas, Arrow or Parquet, plus order-book reconstruction

    Python 2

  2. Limit-Order-Book-Simulator Limit-Order-Book-Simulator Public

    High-performance C++20 limit order book: price-time priority matching, fixed-point prices, cache-aware layout

    C++ 2

  3. 6G-Neural-Network-Channel-Estimation-Project 6G-Neural-Network-Channel-Estimation-Project Public

    Neural OFDM channel estimation vs LS/MMSE on 3GPP TDL channels: 11.7 dB NMSE gain over mismatched MMSE

    Python 2

  4. ITCH-5.0-Full-Parser-NASDAQ-Historical-Replay ITCH-5.0-Full-Parser-NASDAQ-Historical-Replay Public

    C++20 NASDAQ ITCH 5.0 parser, order book reconstruction and microstructure analytics on real NASDAQ data

    C++ 2

  5. Lock-Free-Queue-SPSC-Ring-Buffer Lock-Free-Queue-SPSC-Ring-Buffer Public

    C++20 lock-free SPSC ring buffer and bounded MPMC queue, with every memory_order justified and benchmarked

    C++ 2

  6. booktop booktop Public

    A live order book in your terminal: htop for markets. Live crypto depth, trade tape and flow from Coinbase and Kraken, plus NASDAQ ITCH replay

    Python 2