I worked on the load balancer of the trade execution platform at CME Group. My team's role was to program and optimize the FPGAs behind the load balancer. Specifically, my primary goal was to identify the reasons for high tail latency during off-peak hours using time series analysis. The tools I used primarily included numPy, sciPy and matplotlib. The work entailed pulling packet data off the splunk logs and normalizing them on a regular basis. Then, my team worked to interpret these results and we reacted to the results by making changes to the FPGAs. The changes were still in test when my internship ended.