Shahbaz Chaudhary
I build tools for people who write trading software, work with data, or teach programming. I teach Python and software tools at the University of Chicago, and before that built trading systems at banks and trading firms.
Apps
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TradingFIX Parser
Paste FIX messages or drop a log file and read every tag by name, in a timeline of orders and executions. Parsed in your browser, so logs stay on your computer.
fixparser.targetcompid.com → -
TradingFIX Tester
A hosted FIX server to test your FIX engine against. Point your engine at it, log on, send test orders, and acknowledge, fill or reject them from the page.
fixtester.targetcompid.com → -
AI toolsAgent Debugger
See what your coding agent actually did: every read, retry and wasted step in a Claude Code, Codex or GitHub Copilot session.
agentdebugger.sh → -
TeachingClass Planner
Plan a course by what depends on what. The schedule flags any topic taught before its prerequisites, or a class that runs over time.
classplanner.io → -
Teachingpostcell.io
Real-time feedback for Jupyter classes. A cell magic sends each student's code to the instructor, who sees every latest attempt live.
postcell.io → -
Data scienceInteractive Trainer
Build training labels when there is no ground truth. Mark a few examples on a 2D map of your data and it ranks every remaining row for review.
trainingdata.fit → -
Open sourceLecture notes
Jupyter notebooks from my University of Chicago classes: Python, pandas, time series, machine learning, the shell and git.
github.com/falconair/lectures →
Writing
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Writing Trading Utilities in JavaScript - part 1
In this blog post, I will show JavaScript code for utilities which should be helpful to programmers who work on professional financial trading systems (including HFT or high...
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Seriously, we need multi-column editors
We need editors for high resolution monitors
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Adventures in financial and software engineering
This post describes how to implement a DSL for pricing financial contracts in Scala
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Simulating a financial exchange in Scala
This post describes how to build a financial exchange in Scala