Sweep Matching Engine Algorithm Development
January 1, 2023Tradeweb Computer Science, 2022–23
Liaison(s): Dr. Justin Peterson ’85, Jeremy Jess PZ ’20
Advisor(s): Jim Boerkoel
Students(s): Anirudh Satish (PM), Rhea Zaverchand, Thaxter Shaw, Aditya Bhargava, Alina Hu
Sweep is a Tradeweb platform that facilitates dealer-to-dealer trade in the wholesale, fixed-income market place. Our project’s goal is to more deeply understand the current matching engine and design new algorithms to make optimizations to improve matching results. Particularly, we are focusing on individual trader happiness, while still aiming to maximize the volume of trade.