Mark Mednikov
Hi, I'm Mark
QF @ Stevens Institute of Technology
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.
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
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.
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.

Second-year Quantitative Finance and Computer Science student at Stevens Institute of Technology. I'm interested in decentralized finance, low-level development, and how they're implemented in financial markets.

Languages
C++, Python, R
Libraries
NumPy, Pandas, Matplotlib, Beautiful Soup
Tools
Git, Bloomberg Terminal, AWS, Linux, Vim, SSH
Interests
Muay Thai, Triathlon, Language Learning