Research

■ Research areas

▪ Symbolic machine learning: program synthesis, theorem proving, automated reasoning, evolutionary computations, genetic programming.
▪ Common machine learning: neural networks, deep learning, reinforcement learning, echo state networks.
▪ Artificial intelligence systems in application to equity markets.
▪ Algorithmic trading systems for speculative and arbitrage trading for regulated equity markets.
▪ Mathematical statistics of equity markets.
▪ Analysis of equity market microstructure.

■ Skills

▪ Mathematics: automatic program synthesis, theorem proving, symbolic machine learning, evolutionary computations, genetic programming, neural networks, deep learning, reinforcement learning, echo state networks, statistics, probability theory, digital signal processing.
▪ Programming: NVidia PTX/SASS/CUDA, C#, C++, Java, x86 Assembly, Intel MKL, TCP, AWS SDK, Distributed Computing, SQL.
▪ Data analysis: Proprietary software, MATLAB, Mathcad.
▪ Automated trading: API / FIX: Interactive Brokers, Sterling Trading Tech, Hold Bros Graybox.
▪ Option trading: Deep understanding of option pricing and option hedging.

■ Real intraday trading experience

▪ Markets: US Equities (NASDAQ, NYSE), US Options, US Futures, FX, FORTS (Rus), MICEX (Rus).
▪ Instruments: Stocks, options, futures, currencies.

■ Software layer

▪ Full implementation at GPU level: Linear genetic programming, deep reinforcement learning, echo state networks, evolutionary computations.
▪ Distributed computing: Proprietary robust and simple TCP-based messaging system for distributed tasking.
▪ Big data analysis: Proprietary software for data analysis and visualization / MATLAB.
▪ Data provision: Low latency data feed processing. Special compute intense instances at Amazon EC2. Proprietary high reliability quote gateway.
▪ Order execution: Proprietary high reliability order execution gateway with drivers for Interactive Brokers API, Sterling Trading Tech API, Hold Bros Graybox API.
▪ Order execution analysis: Proprietary system of logging and analysis of high order flow.

■ Gallery