Eugen Soloviov
Trading-systems engineer
Trading-systems engineer building bots since 2017: cross-exchange arbitrage (connected up to 30 venues), cointegration-based pairs arbitrage across spot and futures, scalping, news and sentiment-driven strategies, trend algorithms, and portfolio management and balancing algorithms. Also builds sub-millisecond order execution, big-data warehouses, backtesting engines, AI agents, and trading interfaces (incl. open-source profitmaker.cc). Stack: JS/TS, Python, Rust/Zig/Go, DevOps, backend, frontend, architecture.
Articles
Jim Simons: From Differential Geometry to the Most Profitable Algo-Fund in History
Biography, math insights, and systematic secrets behind Renaissance Technologies and its elusive Medallion Fund.
Complex Manifolds in Algorithmic Trading: The Geometry of Financial Markets
Multidimensional surfaces that deform over time, and Renaissance-style pattern discovery in high-dimensional spaces
CCXT: How WebSocket Orderbook Methods Really Work
Detailed breakdown of CCXT WebSocket methods for orderbooks: watchOrderBook, watchBidsAsks, watchOrderBookForSymbols. Real tests on 75+ exchanges.
Bill Williams Fractals: A Simple Tool for Spotting Extremes and Reversals
A practical guide to Bill Williams fractals: how they work, why they're effective, how to combine them with the Alligator, and how to avoid common pitfalls.
Attractors in HFT: When Mathematics Meets the Market
How the concept of attractors and cointegration helps build market-neutral strategies and understand market dynamics.
Bill Williams: How a Maverick with a Psychology Degree Changed Trading Forever
Biography, philosophy, and inventions of Bill Williams — from engineering psychology to indicators that changed the market.
The Principle of Multiplicative Composition: A Four-Tier Synergy Model in Investment Strategies
A systematic approach to capital management through sequential application of diversification, portfolio rebalancing, trend following, and algorithmic enhancement.
Portfolio Balancer: Hierarchical Investment Management System
An overview of the Portfolio Balancer investment management system, which organizes assets into a hierarchical structure similar to a file system to simplify complex investment processes.
Dynamically Combining Mean Reversion and Momentum Strategies in Statistical Arbitrage: Mathematical Foundations and Practical Implementation
An advanced exploration of how to integrate mean reversion and momentum strategies in statistical arbitrage using PCA-based signal decomposition, regime-switching models, and dynamic portfolio optimization.
Distance Approach in Pairs Trading: Implementation and Analysis with Rust
A comprehensive analysis of basic and advanced Distance Approach methodologies for pairs trading, with practical implementations in Rust tailored for high-frequency traders and algorithmic developers.
Developing a Simple C++ Scalper Using FAST/FIX: Step-by-Step Guide
A step-by-step guide to building a C++ trading scalper bot using FAST/FIX protocols.
The 'Desire Orderbook' Concept: An Innovative Approach to Market Behavior Prediction
Desire orderbook — a revolutionary concept of market structure analysis based on predicting potential actions of market participants before their actual execution.