Python

ML-based Clustering System for Large Data Sets (2019)

Iterative clustering algorithm operating on large dataset not fitting into RAM, processing took days.

Equity Deep Learning/StatArb Portfolio Management System (2016–2018)

Deep learning-based semi-automatic trading system for US stock market.

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.

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.