🚀 Quantitative Systems · FinTech Expert
Kaiqiang Zhang
10+ Years Trading System Architecture · In-Memory DB Author
Specializing in high-performance financial trading systems, low-level optimization, and full-stack delivery.
10+ yrs
FinTech Experience
5+
Lead Projects
2
Open Source
KZ

Shanghai, China

150315803@qq.com

+86 18019749894

CSDN Blog

github.com/xunmeng2002

About Me

Transitioned from theoretical physics to quantitative finance, spent over a decade deeply involved in trading system development. I believe that "simple and clear technology can solve complex financial business". Passionate about low-level performance optimization, pursuing extreme system latency and throughput.

Led core system roles at multiple FinTech companies, independently designed and delivered securities asset management desks, foreign exchange trading desks, and risk control systems. Currently focused on high-performance computing, in-memory databases, and algorithmic trading frameworks.

Motto: Code is the poetry of logic, systems are the symphony of engineering.

Tech Stack · Expertise

⚙️ Languages & Databases

C++20/17C#PythonMySQL/SQLite/DuckDBIn-Memory DB

📈 Quant/Finance

CTP/XTP/STEPTick/Bar BacktestingSimulated MatchingRisk EngineMarket Data

⚡ High-Performance Computing

CUDACoroutinesShared MemoryOpenCVDAG Scheduling

🛠️ Tools & Full-Stack

CMakeZabbixBlazor/WPFQtThrift
✨ Open Source Projects
🗄️
In-Memory Database · Mdb
High-performance in-memory DB refined over a decade, used in production systems.
  • ✓ Primary/unique keys, indexes, table-level read-write locks
  • ✓ Range queries based on primary keys/indexes
  • ✓ Log sync to MariaDB/MySQL/SQLite/DuckDB
  • ✓ Lock-free object pool for fast allocation
GitHub →
📊
QuantTrading · Quantitative System
Multi-market, multi-strategy professional quant trading framework.
  • ✓ Market data: Ctp real-time/depth, K-line generation, persistence
  • ✓ Backtesting: Tick/Bar dual modes, daily settlement, export
  • ✓ Simulated trading: order matching engine + in-memory DB
GitHub →
📌 Core Experience
Algorithm Engineer · XinShang Micro Assembly Feb 2026 – Present
Tensor heterogeneous computing framework, C++20 coroutine DAG scheduler, zero-copy views.
Lead Software Engineer · Shanghai Pengbo Info May 2016 – Jul 2024
Securities asset management desk, foreign exchange desk, risk control system lead; self-developed in-memory DB; Blazor/WPF clients.
Software Engineer · RuiDa RuiKong Tech Jul 2024 – May 2025
Rqs quant platform core dev: Tick/Bar backtesting, unified C++/Python API.
Fin/Software Engineer · Senpu/Liangtou/Jinwang 2013 – 2016
Bond pricing models, commodity trading systems, C# client development.
🎯 Core Strengths

Full-Stack FinTech

Market data · Backtesting · Trading · Risk · Settlement, across stocks/futures/options/forex

Low-Level Optimization

In-memory DB, shared memory, coroutines, CUDA acceleration

Independent Delivery

0-to-1 lead for core desks and risk systems

Always worked in small to medium-sized FinTech companies. Broad technical stack, strong problem-solving skills, deep understanding of trading system business.