Work · Research · Open source
Projects
Trading and market modelling systems, cloud platforms, machine learning backends and research software, from production engineering to open-source toolboxes.
Advanced cloud-based AI-driven SaaS platform for US real estate market
An advanced cloud-based SaaS platform, currently serving the US real estate market with a focus on geo-analytics and forecasting. It integrates state-of-the-art Generative AI and Machine Learning technologies, enhancing both functionality and accuracy. The platform operates natively with Amazon Web Services (AWS) and Kubernetes, supporting multi-tenancy and ensuring robust security. Its key features include auto-scalability and high availability, providing real estate professionals with reliable, data-driven insights and predictions.
- AWS
- OpenAI API
- AWS Bedrock
Automated Talent Acquisition Platform
The Automated Talent Acquisition Platform offers insightful, AI-driven capabilities to optimize our recruitment process. It swiftly navigates through job applications, allowing our HR team to allocate less time to administration and more time to strategic decision-making. By enhancing efficiency and accelerating the hiring process, our solution contributes to a more productive talent acquisition strategy, fostering the continued growth and success of our company
- AWS
- Serverless
- Next.js
Internal DevOps Training
This free DevOps course provides an extensive look at Kubernetes, blending on-premises and cloud solutions with a focus on industry best practices. It is designed for both beginners and experienced developers, covering key aspects like development process optimization, application deployment, and infrastructure scaling. The course offers deep insights into Kubernetes, preparing learners for a successful tech industry career. Organized into well-structured lessons, it includes a wealth of resources and code snippets from various external repositories. This course is an invaluable opportunity for those seeking to enhance their DevOps skills and industry knowledge.
- DevOps
- Docker
- Kubernetes
Alliedium AIssistant
ML-based automated issue management, defect classification and bug triaging.
- Atlassian Jira
- Machine Learning
- Deep Learning
Apache Ignite Migration Tool
Apache Ignite Migration Tool is an open-source library for applying Apache Ignite database schema changes.
- Apache Ignite
- Avro
- Java
Awesome Software Engineering
A curated list of awesome software engineering resources.
- Code Review
- Data Structures and Algos
- Software Development
Ellipsoidal Toolbox for MATLAB
Ellipsoidal Toolbox for MATLAB is a standalone set of easy-to-use configurable MATLAB routines and classes to perform operations with ellipsoids and hyperplanes of arbitrary dimensions.
- Control Theory
- Ellipsoidal Calculus
- Ellipsoidal Approximations
Equity Deep Learning/StatArb Portfolio Management System
Deep learning-based semi-automatic trading system for US stock market. The system automatically extracts a sensible information (in form of features for a deep learning model) from both publicly-available and subscription-based sources of daily and high-frequency market data. After a second stage of dimensionality reduction and features re-combination (via back-testing & cross-validation) the most relevant features are then used to train a complex non-linear model on GPU. The portfolio optimization-driven trading strategy uses probabilistic forecasts made by the model and current positions on the market to generate specific instructions for the traders.
- Python
- SciPy
- NumPy
Awesome Linux Configuration Scripts
A curated set of awesome configuration scripts for various Linux-based systems.
- Linux
- CentOS
- Rocky Linux
PyTorch Hyperlight
The ML micro-framework built on top of [PyTorch-Lightning](https://pytorchlightning.ai/) and [Ray Tune](https://docs.ray.io/en/master/tune/) to push the boundaries of simplicity even further.
- PyTorch
- Python
- JupyterLab
PyTorch ML Development Environment
A set of modern ML-oriented conda and pip packages with versions carefully chosen to make sure a seamless and conflict-free integration.
- PyTorch
- Python
- Jupyter Notebook
Telegram Bot for Neural Style Transfer
Neural style transfer bot for Telegram implemented with Ray Serve, Papermill and AIOGram.
- PyTorch
- Python
- Jupyter Notebook
ML-based Clustering System for Large Data Sets
Iterative clustering algorithm operating on large dataset not fitting into RAM, processing took days.
- Python
- SciPy
- NumPy
MxBerry Core
Core library for boosting a development in Matlab. The library was originally developed as an auxilary library for [Ellipsodal Toolbox for Matlab](/project/ellipsoidal_toolbox/) project back in 2014.
- Matlab
- Software Development
- Open Source
PgMex
PgMex is a high-performance PostgreSQL client library for Matlab that enables a Matlab-based application to communicate with PostgreSQL database in the Matlab native way by passing data in a form of matrices, multi-dimensional arrays and structures. The library is written in pure C which gives a significant performance boost for both small and data-heavy database requests. Both Windows and Linux platforms are supported.
- PostgreSQL
- C
- Matlab
Equity Index Volatility and Correlation Trading System
ML-based semi-automatic market making and position trading system utilizing statistical arbitrage opportunities in volatility index – equity index future spreads on US market.
- Matlab
- PostgreSQL
- Python
Risk Analytics Engine
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.
- Matlab
- PostgreSQL
- Python
Equity/Index Options StatArb Portfolio Management System
Semi-automatic trading system built for US options market making and position trading using a relative value implied volatility modeling based on a statistical forecasting of co-movements of implied volatility surfaces.
- Matlab
- PostgreSQL
- SQL
Algorithmic Trading Development Environment: BEST Studio
Simulation platform for trading finance. It can simulate exchange functionality, exchange behavior, smart order routers, client behavior, market data sources and all interactions between them with a high degree of realism and consistency. A high-frequency exchange simulator uses a set of ML-based models to replicate a realistic behavior of the market. An integrated order-matching engine allows for tested trading strategies be surrounded by a realistic trading environment which can simulate various stress-testing scenarios (including exotic ones) while still keeping things realistic.
- Java
- PostgreSQL
- SQL
High Fidelity Exchange Simulator
Exchange Simulator built for major European investment bank program trading desk which models reaction of market participants on user intrusions (activity that is absent in historical data files) by replaying historical orders flow, processing orders submitted by users according to exchange rules and modeling the market response on these user orders using probability-driven empirically justified models. The simulator uses a set of ML-based models to replicate a realistic behavior of the market. Having a wide range of behavioral settings allows to simulate various (including exotic) scenarios while still keeping things realistic due to an integrated order matching logic and fine-tuned ML models.
- Java
Tick Data Storage & Analysis project
Infrastructure built for US proprietary trading firm for storing and analyzing tick data and order entry data in backtesting and real-time modes, providing an environment for defining and operating value-added metrics calculations in real-time and on historical time spans.
- C
- C++
- PostgreSQL
Energy StatArb Portfolio Management System
Energy StatArb Portfolio Management System. Semi-automatic trading system built for US energy hedge fund for generating trading recommendations on the market of energy/energy resources futures based on methods of Theory of Probability, Mathematical Statistics and Theory of Graphs, Time Series Analysis.
- Matlab
- Java
- MySQL
Implementation Shortfall model
Model built for major European investment bank program trading desk provides an approach towards calculating optimal order execution schedule based on "implementation shortfall" (ISF) minimization.
- Matlab
Market Impact Model
Model built for major European investment bank program trading desk provides an approach towards making a quantitative estimates of influence of a market participant on market itself.
- Matlab
Tick data comparison tool
The tool developed for major European investment bank program trading desk provides means for comparing tick data recorded from multiple sources thus allowing estimating a tick data relative quality.
- Matlab
- C
Behavioral testing environment for proprietary intraday trading system
The environment built for Major European investment bank provides means for backtesting of trading strategies incorporated into existing intraday trading system realizing arbitrage opportunities by trading with combinations of equity baskets and equity index futures.
- Matlab
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