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
Irregular Time in Tick Models: Continuous-Time Encodings vs. Plain Positional Embeddings
Sequence models fed tick data still assume regular spacing. Three ways to tell a Transformer when a tick actually happened — learnable-timescale continuous encoding, ODE-RNN latent state, and delta_t as a plain feature — and the ablation that decides between them.
Synthetic Control Methods for Evaluating Trading Strategies
This series has priced the selection route to a false edge — DSR prices the winner, PBO prices the search. Neither touches confounding: the strategy that made money because volatility doubled the week you deployed it. The Synthetic Control Method builds a weighted counterfactual from a donor pool of untouched instruments and gives you a falsification criterion and a placebo p-value.
Scoring Probabilistic Forecasts: CRPS, PIT Calibration, and DeepAR
How to evaluate a predictive distribution honestly — CRPS as a proper scoring rule, the PIT histogram as a calibration diagnostic, and DeepAR sampling in GluonTS.
Physics-Informed Neural Networks for Options Pricing
Putting the Heston, free-boundary, and jump-diffusion pricing PDEs into a neural network loss — the log-price residual, the mixed-partial autograd trick, and what still needs measuring.
PCMCI: Ko'p o'zgaruvchan kriptovalyuta seriyasida sabablarni aniqlash
PCMCI ning ikki bosqichli MCI testi qanday qilib korrelyatsiya va ikki o'zgaruvchan Granger qila olmaydigan kripto aktivlari o'rtasidagi yo'naltirilgan sababiy bog'lanishni tiklaydi - qurilish, tigramit quvur liniyasi va unga hali kerak bo'lgan real ma'lumotlarni o'rganish.
Tartib oqimi nomutanosibligi: Cont-Kukanov-Stoikov hodisasining parchalanishi
Xom kitob yangilanishlarini imzolangan oqim miqdoriga aylantirish: CKS hodisasining parchalanishi, PCA qisqarishi bilan ko'p darajali OFI va Lee-Ready savdo tasnifi - bundan tashqari, R-kvadrat sarlavhasi aslida nimani o'lchaganini halol hisobga olish.
Neyron ODElar: Uzluksiz vaqt Delta-Vaqt xususiyatidan ustun turadimi?
Neyron ODE'lar, Neyron SDE'lar va tartibsiz tanlangan bozor ma'lumotlari uchun doimiy normalizatsiya oqimlari - va uzluksiz dinamika ularning hal qiluvchi narxiga arziydimi yoki yo'qligini hal qiladigan bitta ablasyon.
Bir vaqtning o'zida narx, hajm va o'zgaruvchanlikni bashorat qilish uchun ko'p vazifani o'rganish
Qaytish, hajm va o'zgaruvchanlikni birgalikda bashorat qilish haqiqatan ham yordam beradimi? Yo'qotishlarni muvozanatlash sxemalarini o'lchash va gradient kosinus o'xshashligi orqali salbiy uzatish diagnostikasi - klassik asosiy chiziq va tozalangan oldinga burmalar bilan.
Model Pruning for Low-Latency Trading Inference
Magnitude and structured pruning, the Lottery Ticket Hypothesis, movement pruning, distillation and 2:4 sparsity — the methods behind shrinking a trading model, and what still has to be measured before any of it ships.
Updating the Volume Curve Intraday: Does Adaptive Forecasting Actually Help?
Our VWAP article shipped a static, weekly-refit volume curve and called the forecaster the weakest link. This is the follow-up: a Bayesian intraday updater run against the same 500-parent BTCUSDT harness, with the IS delta conditioned on realized curve error.
Koopman Operators and DMD: Do Market Modes Survive Out-of-Sample?
Dynamic Mode Decomposition fits a linear operator to nonlinear market dynamics. The only question that matters: do the fitted modes persist from one window to the next, and does the rolling spectral radius lead realised volatility? Here is the measurement protocol and the code to run it.
Knowledge Distillation: Compressing Trading Models for Low-Latency Deployment
The blog's standing answer to the accuracy-vs-latency tension is a two-stage fast/slow split. Distillation is a different answer: train one small model to mimic the ensemble. The KD loss, temperature, born-again nets, early exits for a variable latency budget, and the distill-to-FPGA pipeline — plus the measurements that would decide whether it beats the two-stage split.