Eugen Soloviov

Eugen Soloviov

Trading-systems engineer

2017-yildan beri botlar qurayotgan savdo tizimlari muhandisi: birjalararo arbitraj (30 tagacha maydonlarga ulangan), spot va fyucherslar bo'yicha kointegratsiyaga asoslangan juftlik arbitraji, skalping, yangiliklar va kayfiyatga asoslangan strategiyalar, trend algoritmlari, shuningdek, portfelni boshqarish va muvozanatlash algoritmlari. Shuningdek, sub-millisekundlik buyurtma ijrosi, katta ma'lumotlar omborlari, backtesting dvigatellari, AI agentlari va savdo interfeyslarini (shu jumladan ochiq kodli profitmaker.cc) quradi. Stack: JS/TS, Python, Rust/Zig/Go, DevOps, backend, frontend, arxitektura.

Articles

Inside Our House Algorithm: HRP + Long/Short + CVaR with Hull-White

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

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

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

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

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

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

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

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

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

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

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

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.