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
Arbitraj uchun Vine Copulas: yuqori o'lchamli bog'liqliklarni modellashtirish
O'nlab kripto-aktivlar o'rtasidagi yashirin bog'liqliklarni aniqlash va barqaror, yuqori o'lchamli statistik arbitraj strategiyalarini qurish uchun Vine Copulas'dan qanday foydalanish kerak.
Fyuchers-Spot Arbitraji: Cash-and-Carry-dan DeFi-CeFi-gacha
Fanding stavkalari, bazis va markazlashmagan hamda markazlashgan bozorlarning yaqinlashuvi kripto bozorida kapital uchun risksiz imkoniyatlarni qanday yaratadi.
Arbitrajni aniqlash uchun graf algoritmlari: Bellman-Forddan RICH gacha
Manfiy sikllar, ko'p aktivli graflar va RICH algoritmi chuqur kriptovalyuta bozorida millisekunddan kam aniqlik bilan arbitraj imkoniyatlarini qanday aniqlaydi.
Blek-Skoulz formulasi: optsionlar matematikasi va treydingning muqaddas grali
Moliyadagi eng mashhur formulani tahlil qilamiz. Fizikadagi issiqlik tenglamasi optsionlarni narxlashni qanday imkonli qildi va Uoll-stritni butunlay qanday o'zgartirdi, Python misollari bilan.
Savdo botlarini himoya qilish uchun anomaliyalarni aniqlash: Z-Score'dan Transformer'gacha
Kripto algo-treydingda qaysi anomaliya aniqlash usullari haqiqatan ishlaydi, kaskadli himoya arxitekturasini qanday qurish kerak va nega bu asos bo'lmasa algo-treyding qimor o'yiniga aylanadi.
Kripto uchun Markowitz portfel nazariyasi: noldan qahramongacha
Python yordamida optimal kripto portfellar qurish - chunki YOLO strategiya emas. Amaliy Python kod misollari bilan Nobel mukofoti sohibi bo'lgan portfel nazariyasini kripto investitsiyalarga qanday qo'llashni o'rganing.
From Turbulence to Trading: How Navier-Stokes Equations Revolutionize Algorithmic Trading
Part 2. Practical application of hydrodynamics in algorithmic trading. How quantum hedge funds use fluid physics to predict markets, model liquidity, and manage risks.
Navier-Stokes muammosi: nega sizning kofe chashkangiz Doom ishga tushira oladi
Suyuqlik dinamikasi tenglamalari qanday qilib matematikaning eng katta yechilmagan muammolaridan biriga aylandi. Turbulentlikning Tyuring-to'liqligi, Clay institutining bir million dollarlik mukofoti va nega AI hali ham sizning ertalabki kofeingizni bashorat qila olmaydi.
Trading Signals: Why It Doesn't Work the Way You Think
Breaking down the mechanics of trading signals and copy trading: why these tools more often enrich their creators rather than subscribers.
Diffuzion Modellar va Kriptovalyuta Tartibsizligi: Nega DDPM Bitcoin Qulashini Munajjimdan Ko'ra Yaxshiroq Bashorat Qila Oladi
Diffuzion modellar kriptovalyuta bashoratini qanday inqilob qilmoqda — volatillik xaosini yengib, algoritmik treyding uchun yangi imkoniyatlar yaratmoqda.
Jim Simons: differensial geometriyadan tarixdagi eng foydali algo-fondgacha
Renaissance Technologies va uning sirli Medallion Fund fondi ortidagi tarjimai hol, matematik qarashlar va tizimli sirlar.
Algoritmik Savdoda Kompleks Manifoldlar: Moliyaviy Bozorlar Geometriyasi
Vaqt o'tishi bilan deformatsiyalanadigan ko'p o'lchamli sirtlar va yuqori o'lchamli fazolarda Uyg'onish davri uslubidagi naqsh topish