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.
Artikel
VectorBT: The Fastest Backtesting Framework for Python
Overview of VectorBT — an innovative quantitative analysis library that changes the approach to backtesting thanks to the power of NumPy and Numba.
Copula Models for Joint Risk Modeling in Crypto Portfolios
Beyond linear correlation — using copula models to capture tail dependence and joint risk in cryptocurrency portfolios for accurate VaR and CVaR estimation.
ZigBolt: Why We Built Our Own Aeron in Zig and Hit 20 Nanoseconds Per Message
How and why we built an ultra-low-latency messaging system for HFT from scratch in Zig. No JVM, no GC, no surprises. SPSC ring buffer at 20 ns, IPC at 30 ns, codec at 0 ns. With benchmarks.
Automated ETF Portfolio Rebalancing: How We Built a Bot for Tinkoff Invest
Open-source TypeScript/Bun bot for automated ETF portfolio rebalancing on Tinkoff Invest. Four balancing modes, margin trading, multi-account support. With source code.
Aeron: Inside the Messaging System That Powers Half of the HFT Industry
A deep dive into Aeron — the messaging system from Real Logic for high-frequency trading. Transport, Archive, Cluster, Sequencer. What's inside, how it works, and where the bottlenecks are.
How to Catch Drops After Shitcoin Pumps: A Systematic Approach
A systematic breakdown of shorting strategies after shitcoin pumps. Funding rate, OI, volume analysis, candlestick patterns, liquidation cascades. With a practical algorithm.
Order Types in Algorithmic Trading: From Limit with Chasing to Virtual Orders
A comprehensive guide to order types in algorithmic trading: standard exchange orders, chasing limit, time-based, virtual/synthetic orders. With code examples and real-world use cases.
Bar Types and Aggregation Methods for Algorithmic Trading
Two-axis classification of candle construction: 17 base bar types (time, tick, volume, dollar, Renko, range, volatility, Heikin-Ashi, Kagi, Line Break, P&F, TIB, VIB, run, CUSUM, entropy, delta) × 3 aggregation methods (calendar, rolling, adaptive) = 51 combinations. With implementation code and practical recommendations.
Hidden Markov Models in Trading: How to Adapt Your Strategy to Market Regimes
How to identify the current market regime (bull, bear, sideways) using Hidden Markov Models and automatically switch trading strategies. With Python code and backtests.
Queue Inside the Wall: Analyzing Order Position in Order Book Density
How understanding your place in the queue at a price level transforms scalping from guesswork into an engineering problem
LLM Alpha Mining: How to Extract Trading Signals from Earnings Calls and Financial Documents
How to use large language models to extract trading signals from investor calls, reports, and news. Chain-of-thought prompting, structured extraction, signal backtesting.
Statistical Arbitrage and Pairs Trading in Crypto Markets: From Cointegration to the Kalman Filter
A complete guide to statistical arbitrage for crypto markets. Cointegration, Kalman filter, basis strategies, cross-exchange arbitrage. With backtests and Python code.