Software architecture for latency-critical systems · Italy-based, working worldwide
Fast is a design decision.
Fast enough for the venue, clean enough for the team that inherits them. Trading infrastructure in Java, C++ and Julia, with the reasoning published as it goes.
- years on trading and low-latency systems
- 8
- market gateways written
- 4
- people trained
- 20+
- articles published
- 8
Now
I'm building a FIX integration with a dealer-to-customer (D2C) venue: RFQs and the whole flow around them, from request to quote to execution.
Updated
So far
- 2025–now
I founded it to build quant trading systems, enterprise microservices and data integrations. Together with a trading desk, I'm building an entire quant system, from the market to the trade: D2C RFQs, pricing and hedging.
- 2024–2025
Supply chain
Software architect, freelanceI designed the architecture behind inventory-optimization models, mostly for US manufacturers and retailers: machine learning and big-data analytics on Oracle Cloud, offered as SaaS and IaaS. I also coordinated the external teams, in Scrum.
- 2019–2023
ION
FX developer, then dev coordinatorI joined through the Leadership Development Program and rotated across FX: risk and STP re-engineering, CI and release automation, then trading tools, from market-depth aggregation for inter-dealer markets to real-time RFQ monitoring. On Aphelion, an FX platform for banks, I integrated liquidity providers and from 2022 coordinated the maintenance team.
- 2016–2019
RIFRA
Software engineerWith a team of 20, I built a workflow system on IBM AS400 (RPG, COBOL) that lets bank operators follow each case through its lifecycle, moving it between processing queues as events happen. I also worked on the statistics banks use to track those cases and analyze their sector, with AS400 on the server and a .NET client.
01 · Writing
- Big-O Was Never the Bottleneck. The Cache Line Was. Medium (opens in a new tab)
- Your HFT Edge Was Never C++. It's the Cable. Medium (opens in a new tab)
- Python and Java Concurrency in 2026: Two Languages, Two Philosophies, One Problem Medium (opens in a new tab)
- Project Panama: The End of JNI and the Beginning of Real Native Java Medium (opens in a new tab)
- We Gave Claude Code Access to Our Entire Stack. Here's What the Workflow Looks Like Now. Medium (opens in a new tab)
02 · Code
03 · Lab
Tools anyone can check
-
In progress
NEXVALUE
Technical Services & Test Management Platform: workflow and management for industrial acceptance testing.
-
Planned
Latency Explorer
One logarithmic scale from 1 ns to 100 ms: drag the cursor, filter by category, and every reference value comes with its source.
-
Planned
Safety Stock
Demand, its variability, lead time and a service level in; safety stock and reorder point out, formula on screen. Push the service level toward 100% and watch what the last points cost.
-
Planned
KIWI e-Suite
One canonical view of your eCommerce & ads. Shopify, Google Ads, Meta Ads & Merchant Center — unified KPIs, a proprietary product Labelizer, and an AI help desk that knows your data.
04 · Speaking
05 · Signal
Every piece I publish also lands in The Converging Line. Follow it by RSS, or on Medium.
06 · Work with me
Advisory · Training · Talks
- For
- Teams running latency-critical systems, in capital markets and beyond
- What
- Architecture that survives the incident, not just the benchmark
- Edge
- The Java/native boundary, measured and published openly
- Proof
- Writing, talks, and tools anyone can check
Write to me dev@lorenzovangi.com
07 · Where the work gets delivered
cvng.tech (opens in a new tab)
Converging Technologies
- Quant trading systems
- Enterprise microservices
- Integration & data
- Governance
- Digital twin