Built this while learning Rust to solve the parsing bottleneck in quant backtests. Benchmark is reproducible on specified hardware.
Technical approach: zero-copy parsing, AVX2 SIMD, lock-free concurrency. Full breakdown in the post.
Currently building an MVP. If you process ITCH data at scale, email me at rustu@rustu.dev.
sundancegh•2m ago
Built this while learning Rust to solve the parsing bottleneck in quant backtests. Benchmark is reproducible on specified hardware.
Technical approach: zero-copy parsing, AVX2 SIMD, lock-free concurrency. Full breakdown in the post.
Currently building an MVP. If you process ITCH data at scale, email me at rustu@rustu.dev.