Software Engineer

Sienna Mahmud  • Peerlist

Supports market & limit orders, price-time priority, trade matching, order modification/cancellation, live bid/ask tracking, and spread calculation. https://github.com/sm-nvws

Order Book Engine

Engineered a model based on Geometric Brownian Motion and genetic algorithms, optimizing stock portfolio allocations to maximize Sharpe’s Ratio. Conducted validation tests using historical stock data to ensure practical relevance, enhancing understanding of risk-reward dynamics in portfolio management.

Portfolio Optimization

- Built a scalar-valued autograd engine in Rust from scratch, implementing reverse-mode automatic differentiation with a dynamic computation graph. -  Leveraged Rc<RefCell<T>> for shared mutable state, enabling gradient propagation through closures stored on each node while satisfying Rust's borrow checker. - Implemented operator overloading for arithmetic ops and tanh activation with correct gradient backpropagation via topological sort over the computation DAG. - Constructed a full MLP framework supporting configurable layer depths and neuron counts; trained a 2-4-4-1 network to binary classification in 200 epochs using MSE loss and gradient descent.