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MadhavMenon10/README.md

Madhav Anand Menon

Undergrad majoring in Computer Science and Physics and minoring in Math @ UIUC

About

Interested in high performance computing, GPU acceleration, and low-level systems architecture.

Experience

  • Valeo: Designed an extended Kalman Filter to characterize IMU bike angles under dynamic maneuvers
  • Disruption Lab: Built a RAG pipeline powered by the Canvas API to identify career-ready skills taught in classes at UIUC
  • DigiAlert: Built a custom AWS CSPM with CIS/NIST based risk classification to characterise overall cloud security posture for AWS assets

Select Projects

  • CUDA Orderbook: A CUDA accelerated NASDAQ ITCH 5.0 order book reconstructor and backtester. Achieved reconstruction of 4.4M msg/sec and 10,000 trading configs backtested in 83.8s.
  • SideQuest: Chrome extension that lets you highlight anything in a Claude reply and follow-up in a small side chat, without touching your main conversation. Runs on your own claude.ai account and No API key needed.
  • GPU Visualiser: An open-source web-app that lets you visualize floorplans of different GPU architectures and learn more about each hardware component. Currently supports 8 GPUs from NVIDIA, AMD, and Intel.

Courses Taken

Undergraduate (Aug. 2024 - Present)
  • Fall 2026 (Upcoming)
    • CS 374: Intro to Algorithms and Models of Computation
    • CS 411: Databases
    • CS 357: Numerical Methods I
    • PHYS 435: Electromagnetic Fields I
    • IE 421: High Frequency Trading Technology
    • MACS 100: Intro to Popular TV and Movies
  • Spring 2026
    • CS 233: Computer Architecture
    • CS 222: Software Design Lab
    • MATH 442: Intro to Partial Differential Equations
    • MATH 461: Probability Theory
    • PHYS 325: Classical Mechanics I
    • PHYS 246: Intro to Computational Physics
  • Fall 2025
    • CS 225 H: Honors Data Structures
    • MATH 416 H: Honors Abstract Linear Algebra
    • MATH 441: Differential Equations
    • PHYS 225: Relativity and Math Methods
    • PHYS 213: University Physics: Thermodynamics
    • PHYS 214: University Physics: Quantum Physics
  • Spring 2025
    • CS 128: Intro to Computer Science II (C++)
    • MATH 314 H: Honors Intro to Higher Math
    • MATH 241: Calculus III
    • PHYS 212: University Physics: Electricity and Magnetism
  • Fall 2024
    • CS 124 H: Honors Intro to Computer Science I (Kotlin)
    • MATH 231 E: Engineering Calculus II
    • PHYS 211: University Physics: Mechanics
    • LING 115: Language and Culture in India
High School
  • IB Diploma Programme (Jul. 2022 - May. 2024)
    • Higher Level Physics
    • Higher Level Mathematics
    • Higher Level Chemistry
    • Standard Level Economics
    • Standard Level English Language and Literature
    • Standard Level Spanish
  • Cambridge IGCSE (Jul. 2020 - May. 2022)
    • Computer Science
    • Additional Mathematics
    • International Mathematics
    • Coordinated Science
    • Economics
    • Business Studies
    • English - First Language
    • Spanish - Foreign Language

Contact

You can reach me at my:

Pinned Loading

  1. gbdt-inference-engine gbdt-inference-engine Public

    From-scratch CUDA gradient boosted decision tree inference engine with a mechanistic latency breakdown, benchmarked against XGBoost and NVIDIA RAPIDS' Forest Inference Library

    C++

  2. cuda-orderbook cuda-orderbook Public

    CUDA accelerated NASDAQ ITCH 5.0 order book reconstructor and backtester

    Cuda

  3. gpu-visualiser gpu-visualiser Public

    An open-source tool to visualise GPU architectures

    TypeScript 1

  4. fermium fermium Public

    A fun Fermi estimator game

    JavaScript

  5. Competitive Programming Template Competitive Programming Template
    1 
    #include <bits/stdc++.h>
    2 
    #include <unordered_map>
    3 
    #include <unordered_set>
    4 
    #include <numeric>
    5 
    #define usi unordered_set<int>
  6. my-ib-stuff my-ib-stuff Public

    All my IB stuff