Eugen Soloviov
Trading-systems engineer
2017-жылдан бери ботторду куруп келе жаткан соода системаларынын инженери: биржалар аралык арбитраж (30га чейин аянтчага туташкан), спот жана фьючерстер боюнча коинтеграцияга негизделген жуптук арбитраж, скальпинг, жаңылыктарга жана маанайга негизделген стратегиялар, тренд алгоритмдери, ошондой эле портфелди башкаруу жана тең салмактоо алгоритмдери. Ошондой эле миллисекунддан төмөн буйрутма аткарууну, чоң маалымат кампаларын, бэктестинг кыймылдаткычтарын, AI агенттерин жана соода интерфейстерин (анын ичинде ачык булак profitmaker.cc) курат. Стек: JS/TS, Python, Rust/Zig/Go, DevOps, backend, frontend, архитектура.
Articles
Inside Our House Algorithm: HRP + Long/Short + CVaR with Hull-White
A deep dive into Pipeline — the composite allocation algorithm we built on top of HRP. Hierarchical Risk Parity as the base, a long/short overlay driven by agent signals and confidence, and a final risk correction via CVaR with a Hull-White volatility adjustment. The full math from our spec, plus the actual Rust implementation.
12 Portfolio Optimization Algorithms, Compared: HRP, Black-Litterman, NCO and Beyond
One basket of crypto, twelve allocation algorithms, one honest comparison. We open-sourced a Rust portfolio optimizer that runs HRP, HERC, MVO, Black-Litterman, NCO, Entropy Pooling and more behind a single interface — here is how each one thinks and why no single winner exists.
OneTick: The Platform Where Exchanges Catch Spoofers and Hedge Funds Hunt Alpha
Architecture of OneTick — an enterprise-grade time-series engine for tick data. DAG queries via Event Processors, unified real-time and historical data, market surveillance (MiFID II, MAR, SEC), TCA, quant research, and comparison with kdb+.
TradingAgents: Multi-Agent AI Framework That Models a Hedge Fund
Architecture deep dive into TradingAgents — an open-source LangGraph framework where LLM agents (analysts, researchers, trader, risk management, portfolio manager) engage in structured debates to make trading decisions.
Prediction Market Arbitrage: Hidden Costs, Fees, and the Real Math
Breaking down arbitrage between Polymarket, Limitless, Predict.fun, Opinion, and Kalshi. Dynamic fees, cross-chain bridges, slippage, resolution risk — and why a 5% spread may still lose money.
T-Bricks (Broadridge): How the Platform Powering Prop Firms Works
Architecture of T-Bricks — a modular HFT platform in C++ for market making, ETF arbitrage, and centralized risk management. 100+ clients, 150+ exchanges, nanosecond latencies.
Flowsurface: Open-Source Orderflow Platform for Crypto Markets
A review of Flowsurface — a free desktop application built in Rust for real-time DOM heatmap, footprint charts, time & sales, and depth ladder visualization. Supports Binance, Bybit, Hyperliquid, OKX, and MEXC.
Fincept Terminal: Open-Source Bloomberg Terminal Alternative Built on C++ and AI
In-depth review of Fincept Terminal v4 — a native desktop application built on C++20 and Qt6 with 37 AI agents, QuantLib, and 100+ data connectors for professional trading.
Kronos: A Foundation Model That Teaches Candlestick Charts to Speak Transformer Language
Review of Kronos — a foundation model for OHLCV candle forecasting. BSQ tokenizer, hierarchical decoder, two-stage sampling, Qlib training pipeline. How a model learns the 'language' of the exchange.
Jesse: Crypto Algo-Trading Framework with a Minute-Based Engine in Python and Rust
In-depth review of Jesse — an algo-trading framework for crypto markets. Minute-based simulation, strategies as state machines, Rust-accelerated indicators, optimization with overfitting protection, and the boundary between open-source core and live trading.
AI Hedge Fund: A Multi-Agent Fund Where AI Analysts Vote on Trades
A deep dive into AI Hedge Fund by virattt — an open-source system where multiple LLM agents with different analysis styles build a portfolio through a risk filter. Architecture, agents, limitations, and lessons for real systems.
AI4Finance Foundation: The FinGPT, FinRL, and FinRobot Ecosystem for Algo-Trading
Complete guide to the AI4Finance Foundation ecosystem: FinGPT (LLM + LoRA for finance), FinRL (reinforcement learning for trading), FinRobot (multi-agent orchestration). Satellites, pipelines, and practical usage.