Edge Financial Technologies is an IT Consulting firm specializing in custom software development for the capital markets industry. Our focus is on developing black box trading systems, algorithmic trading systems, providing connectivity solutions for the FIX Protocol, and providing direct market connectivity solutions. Our project experience includes creating systems for Algorithmic Trading Black Box Trading Market Making Risk Management Quantitative Analysis Event Based Trading Solutions for Hedge Funds Solutions for Proprietary Trading firms High frequency trading applications Low latency trading applications Custom Spreading applications Direct Market Access (DMA) Our technical expertise includes Implementing systems with the FIX Protocol Optimizing systems for low latency trading Optimizing high frequency trading systems QuickFIX Engine Trading Technologies(R) API's: XTAPI and FIX Adapter Creating custom solutions based on TT X_Trader(R) platform, CQG API, ORC Liquidator, ORC Protocol 29West/Informatica messaging Application Architecture / Design C++, .Net / C# and Java System Application Development Market Data Strategy and Development Quantitative Development & Financial Engineering Infrastructure Architecture and Engineering Technical Project Management & Leadership Strategy Automation VBA, .Net , Excel and Office Automation I am available for consultation. I can be reached via below websites. website: www.edgefinite.com Specialties: Trading Systems Development, IT Consulting, Providing High Frequency Low Latency Solutions for the Trading Industry, Providing Algorithmic Trading Solutions, Providing Black Box Trading Solutions

Founder and Chief Architect @ From August 2006 to Present (9 years 5 months) Software Consultant @ From 2006 to 2007 (1 year) Sr Software Engineer @ - Designed, Architected and Implemented server side software to connect to various financial exchanges - Using tibco, FIX protocol, Visual C++, Boost, ACE. - optimized existing software for increased performance, and throughput. - working knowledge of connecting to the following exchanges: Chicago Mercantile Exchange (CME), Chicago Board of Options Exchange (CBOE), NYMEX, HOTSPOT, Montreal. - familiarity with following exchanges: LIFFE/eCBOT, EUREX Values API, ICE/IPE From May 2003 to August 2006 (3 years 4 months) Software Engineer @ - Designed and Implemented an order routing system aimed at providing professional and retail clients fast access to various electronic exchanges. - Achieved throughput of over 100 orders per second - Designed and Implemented an innovative technique to load balance and failover a critical database component - Maintained and optimized a windows based trading application for options trading From September 2001 to April 2003 (1 year 8 months) Greater Chicago AreaSoftware Engineer @ Worked with Quantitative Engineers to create various Option pricing applications. Refactored and optimized existing quantitative models. From January 1998 to May 2001 (3 years 5 months) Software Developer @ From 1995 to 1997 (2 years)

Jitesh T. is skilled in: Trading Systems, Low Latency, Electronic Trading, Market Data, Options, C#, Trading, Proprietary Trading, Derivatives, C++, Software Development, .NET, Trading System, Trading Strategies, Exchange Connectivity