Introduction
Hi, I'm Steven Varga
I build high-performance software for trading systems, cryptographic protocols, and scientific data pipelines. As an independent researcher and systems architect, I work hands-on with organizations that demand speed, reliability, and technical clarity. From ultra-low-latency market data pipelines to custom cryptographic primitives and massive-scale data stores, my focus is delivering solutions that perform without surprises.
I write C++ that builds fast, runs faster, and doesn’t surprise QA.
- Fast Onboarding, Clean Abstractions I architect C++ systems with modern, readable patterns and clear module boundaries. New developers can onboard without spelunking into meta-template abysses.
- No Dependency Drama I vend third-party code or pin exact versions in clean CMake setups. Say goodbye to “Boost 1.55 vs 1.83” flame wars or broken builds on CI.
- CI/CD That Doesn’t Flake Tests run fast. Builds are reproducible. Coverage reports are visible. I deliver CI/CD setups that empower, not annoy.
- Documentation That Lives All APIs are Doxygen-documented. Unit-tested examples and real-world demos are part of the codebase. Internal devs aren’t left guessing what do_magic
() does. - Safe by Design Memory is scoped, lifetimes are clear, and tooling enforces safety. I bring the rigor of systems-level thinking to user-facing software.
- Zero Tolerance for UB No hand-wavy undefined behavior. All code is sanitized, fuzzed, and covered with CI + sanitizers (ASAN, UBSAN). You won't ship latent landmines to production
From Markets to Math — My Focus Areas
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Trading Infrastructure Low-latency data pipelines, order books, and strategy backtesting tools for equities, crypto, and derivatives.
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Cryptographic Engineering Custom elliptic curve libraries, HSM integration, and ZK-friendly primitives for blockchain and financial use cases.
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Data Engineering Scalable binary layouts using HDF5, TileDB, and lossless compression — optimized for analytics and archival.
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Scientific & Quant Computing HPC-grade tooling in C++, Julia, and Rust, with clean APIs and real-world performance.
Things I’ve Built
- IEX2H5 — A blazing-fast tick data archival and analytics system for IEX market data.
- TinyCrypto — A minimal and clean Julia cryptography library with support for Weierstrass, Montgomery, and Edwards curves.
- IEX download — javascript based download utility for IEX TOPS/DEEPS datasets
- H5CPP — A reflection-powered C++17/23 library for working with HDF5 in scientific computing and trading.
- H5CPP Compiler — LLVM based code transformation tool for compiler assisted reflection.
- OpenSSL C++ — modern approach to cryptography: fast blockchain signatures with a library you trust
- Decimal C++ — decimal floating point library for modern C++
- Decimal Python — decimal floating point library for Python
- NSS — Linux Name Switching System for identity menagement
- BIP — BIP32, BIP39 and BIP44 wallet management library for C++
- EIP712 — Ethereum transaction packing library for modern C++ and template metaprogramming
- KMS — based Key Managment System for Echanges
- UDS — Unix Domain Sockets for Mdern C++: fast and moder IPC
- Order Book — High Performance Order Book + Simulator
- Generics++ — C++ generics library for reducing clutter
What I’m Building Now
- \(\Sigma\) Sigma Trading Systems: Interactive Brokers, DYDX, Uniswap, Kraken, Coinbase
- \(\beta\) Beta Backtesting Systems: Julia based tickdata and matrix based system
- \(\tau\) Tickpack 100-300 fold tickdata compressor for HDF5 systems, based on the latest research papers
- \(\kappa\) cluster manager for
Why Work with Me?
- Deep Expertise — I’ve worked across the stack: from crypto protocols to hardware-aware dataflow.
- Hands-On — I write the code myself — no handoffs, no outsourcing.
- Collaborative — I work closely with clients, often on long-term, high-impact systems.
- Transparent — Every project comes with clear scope, well-structured code, and measurable outcomes.