Mark Mednikov
Hi, I'm Mark
QF @ Stevens Institute of Technology
Email / LinkedIn / GitHub / Resume
Projects
Kalshi Order Book Scraper
June 2026 • Python, REST
A read-only data capture tool that polls Kalshi's REST API to collect live order book snapshots, allowing for historical data sets Kalshi does not publicly provide. Used for strategy research, backtesting, and market analysis.
GitHub
Sorting Algorithm Visualizer
June 2026 • C++, SFML
A C++ sorting algorithm demonstration visualized with array bar charts. Allows the user to select from a provided set of demo sorting algorithms with the ability to easily implement new ones. Actively being worked on.
GitHub
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.
GitHub
WSJ Data Aggregate
January 2026 • Python, Beautiful Soup
Parses Wall Street Journal RSS feeds for news article headlines and descriptions using Beautiful Soup, creating a regularly updated dataset accessible through the terminal, web, or Discord.
Try it   GitHub
Stevens SHIFT
December 2025 - Present • Python, C++, Doxygen
Researcher working on Stevens Institute of Technology's High Frequency Trading Sim. Responsible for onboarding, creating simulated markets using Reinforcement Learning, and most recently leading the migration to Nasdaq ITCH/OUCH protocols.
Information   Competition
About Me

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.

Skills
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
Blog
All You Need to Know About Order Books
June 27, 2026 • Market Microstructure
How order books are built, how orders match, where to get the data, and the quantitative strategies built on top of them.
The Three Methods of Estimation
March 29, 2026 • Probability & Statistics
Derivations and intuition behind OLS, Maximum Likelihood Estimation, and Method of Moments.