Mark Mednikov
Hi, I'm Mark
QF @ Stevens Institute of Technology
Low Latency Execution Simulator
April 2026 • C++, Git
A trade execution simulator with a price-time priority matching engine, achieves 736k orders per second single threaded, with multithread implementation also available for testing.
WSJ Data Aggregate
January 2026 • Python, Beautiful Soup, lxml, Gemini, AWS, Discord.py
Real-time WSJ headline aggregator with Gemini-powered filtering, delivered via Discord bot and hosted on AWS.
Stevens SHIFT
2025 – Present • Python, C++, Doxygen
Researcher and competition administrator for the Stevens HFT simulator. Documented the codebase, built onboarding resources for competitors, and used historical market simulations to investigate market events with machine learning.

First year Quantitative Finance student at Stevens Institute of Technology with a concentration in Computer Science. I'm interested in machine learning, low level programming, and how both can be applied to understanding and building systems in financial markets.

Languages: Python, C/C++, R, HTML/CSS, Assembly
Libraries: Beautiful Soup, Matplotlib, NumPy, Pandas, YFinance, PyTorch
Tools: Bloomberg Terminal, AWS, Git, Linux, Vim, Tmux, SSH
Interests: Competitive Programming, Language Learning, Muay Thai, Calisthenics