Eugen Soloviov
Trading-systems engineer
Engenheiro de sistemas de negociação construindo bots desde 2017: arbitragem entre exchanges (conectado a até 30 locais), arbitragem de pares baseada em cointegração entre spot e futuros, scalping, estratégias baseadas em notícias e sentimento, algoritmos de tendência e algoritmos de gerenciamento e balanceamento de portfólio. Também constrói execução de ordens em submilisegundos, data warehouses de big data, motores de backtesting, agentes de IA e interfaces de negociação (incluindo o open-source profitmaker.cc). Stack: JS/TS, Python, Rust/Zig/Go, DevOps, backend, frontend, arquitetura.
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.