SQL

Alliedium AIssistant (2020-present)

ML-based automated issue management, defect classification and bug triaging.

Awesome Software Engineering (2020-present)

A curated list of awesome software engineering resources.

PgMex (2014-present)

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.

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.

Algorithmic Trading Development Environment: BEST Studio (2010–present)

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.

Equity/Index Options StatArb Portfolio Management System (2008-2013)

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.

Energy StatArb Portfolio Management System (2004–2007)

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.