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
Double Machine Learning: Returninglarni Bashorat Qilish O'rniga Sababiy Parametrni Baholash
Bu blogdagi barcha modellar hozirgacha 'nimani nimani bashorat qiladi?' savolini javob beradi. Double ML 'nimaga nima sabab bo'ladi?' savolini javob beradi — himoya qila oladigan standart xato bilan. Qisman chiziqli model, Neyman ortogonaliteti, order book ma'lumotlarida tozalandirilgan cross-fitting va haqiqiy DML ishonch oralig'i faqat bitta oldindan belgilangan savolga nisbatan omon qolishiga oid sharhli hisobot.
Savdo-sotiqda Heterogen Davolash Ta'sirlari uchun Kausal O'rmonlar
Ushbu blogdagi har bir backtest shartli o'rtacha qiymatni baholaydi. Kausal o'rmonlar buning o'rniga shartli davolash effektini baholaydi — tau(x) o'rniga mu(x) — vijdlan bo'linish, moslashuvchan yadro og'irliklari va topgan heterogennilik haqiqiymi yoki yo'qmi aytadigan kalibrlash testi bilan.
Epistemik va Aleatorik: Qaytarish Modelining Bilmedagini O'chash
Ushbu blogdagi har bir pozitsiya o'lcham qoida noaniqlikni bitta skalerga qisqartiradi. MC Dropout va chuqur ansambllar uni modelning bilmasligi va bozor shovqini sifatida ajratadi — va bu ikki turi turli pozitsiya o'lchamlarini nazarda tutadi.
Tizimli savdo quvurlari uchun AutoML
Avtomatlashtirilgan funksiyalarni yaratish (tsfresh, Featuretools), byudjetdan xabardor modellarni qidirish (FLAMLning tejamkor optimizatori) va WorldQuant formulali alfa zavodi — tadqiqot yoʻnalishining qismlari ushbu blogning qidiruv va haddan tashqari moslama yoyi hech qachon qamrab olinmagan va arcning oʻz natijalari ular haqida nima deydi.
Liquidation cascades as a trading signal: reading forced, pre-announced flow
Every leveraged position advertises the price at which it must be sold. How to build the on-chain liquidation depth chart and the CEX liquidation heatmap, model cascade dynamics as a reproduction number, and trade forced flow as a signal instead of only fearing it as a risk.
Active Uniswap v3 LPing as Market Making: Range Selection, Rebalancing, and Delta Hedging
An active v3 LP is running a market-making book with gas costs and no cancel button. Size ranges from a GARCH vol forecast, frame rebalancing as fee-gain vs realized-cost, derive the position delta from tick math and hedge it with perps, and understand JIT liquidity and the honest pitfalls of backtesting LP from on-chain data.
The MEV supply chain: PBS, MEV-Boost, and who actually captures the value
MEV stopped being a lone bot and became an assembly line: searcher, builder, relay, proposer. A technical walk through proposer-builder separation, MEV-Boost's sealed-bid block auction, why the searcher's margin gets bid away, order-flow auctions as the new moat, and how Solana's Jito model differs.
On-chain arbitraj: atomik tsikllar, flesh kreditlar va yutishingiz kerak bo'lgan auksion
On-chain arbitraj tsiklini topish - bu oson qism. Qiyin qism - bu xuddi shu tsiklni topgan boshqa har bir qidiruvchiga qarshi muhrlangan taklifli ustunlik auksionida g'alaba qozonish. Atomlik, flesh kreditlar, backrunning va arbitraj foydasi haqiqatan ham qayerda saqlanib qolishi - shu jumladan atomik bo'lmagan CEX-DEX haqida texnik tahlil.
Impermanent Loss va LVR: LP rentabelligining haqiqiy matematikasi
Impermanent loss, konsentratsiyalangan likvidlik leveragi va qayta muvozanatlashga qarshi yo'qotish (loss-versus-rebalancing) birinchi tamoyillardan kelib chiqqan holda. Yopiq shakllar, σ²/8 natijasi, har bir blok bo'yicha markout va LP aslida HODLni mag'lub etadigan aniq to'lov-volatillik sharti.
Slice ichida: sizning rejalashtiruvchingiz va birja o'rtasidagi child-order taktikasi
Almgren-Chriss va VWAP faqat slice byudjetlarini belgilaydi — ijro esa taktika qatlamida qo'lga kiritiladi. Eskalatsiya taymerlari, maker-taker break-even matematikasi, Binance/OKX/CME'da amend va cancel-replace navbat semantikasi, iceberg anti-signaling va Python'dagi har-slice holat mashinasi.
Slippage konstantalari emas, slippage egri chiziqlari: jonli savdo bilan aloqaga kirganda omon qoladigan xarajat modellari
Doimiy-bps slippage'ni order hajmiga, volatillikka va likvidlikka bog'liq xarajat egri chiziqlari bilan almashtiring: kvadrat ildiz qonuni, TCA fill'lari yoki ochiq ma'lumotlardan egri chiziqlarni moslash, rejim stress ko'paytiruvchilari va nima uchun strategiyangiz reytingi qayta aralashib ketadi.
Kriptovalyutada Smart Order Routing: Bitta Order, O'n Ikkita Venue, NBBO Yo'q
Nima uchun kriptoda SOR aksiyalar bozoridagi routingdan qiyinroq: yagona konsolidatsiyalangan tape yo'q, fantom likvidlik, kapitalni oldindan joylashtirish talabi. Matematika va Python bilan konveks routing optimizatsiyasi, maker-ga yo'naltirilgan taktikalar va o'z TCA'ingizdan olingan venue bo'yicha markout reytinglari.