Risk Analytics Engine (2015–2016)

Broker-side stress-testing and optimization system for both aggregating and scaling multiple traders/strategies operating with options, futures, ETFs and stocks into a single portfolio for a better profitability/risk ratio for a broker. The system automatically analyses trading activity records from various traders and uses a constrained optimization model to find the best additions to an existing set of sponsored traders.

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.

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