Equity Index Volatility and Correlation Trading System (2013–2015)

ML-based semi-automatic market making and position trading system utilizing statistical arbitrage opportunities in volatility index – equity index future spreads on US market.

Peter Gagarinov
Peter Gagarinov
Software Engineering Architect and Consultant

Software engineering architect and an open source enthusiast with a focus on machine learning, trading system, applied financial and mathematical modelling, distributed systems and technical computing.