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
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: birjalar spuferlarni ushlaydigan va xedj-fondlar alfa poylaydigan platforma
OneTick arxitekturasi — tik-ma'lumotlar uchun korxona darajasidagi vaqt qatori dvigateli. Event Processors orqali DAG so'rovlari, birlashtirilgan real vaqt va tarixiy ma'lumotlar, bozorni kuzatish (MiFID II, MAR, SEC), TCA, kvant tadqiqot va kdb+ bilan taqqoslash.
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.
Bashorat bozorlarida arbitraj: yashirin xarajatlar, komissiyalar va haqiqiy matematika
Polymarket, Limitless, Predict.fun, Opinion va Kalshi o'rtasidagi arbitrajni tahlil qilish. Dinamik komissiyalar, cross-chain ko'priklar, slippage, resolution xavfi — va nega 5% spread ham zarar keltirishi mumkinligi.
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: Kripto bozorlar uchun ochiq kodli Orderflow platformasi
Flowsurface sharhi — real vaqtdagi DOM heatmap, footprint grafiklar, savdolar oqimi va depth ladder vizualizatsiyasi uchun Rust tilida yaratilgan bepul desktop ilova. Binance, Bybit, Hyperliquid, OKX va MEXC'ni qo'llab-quvvatlaydi.
Fincept Terminal: C++ va sun'iy intellekt asosida qurilgan ochiq kodli Bloomberg Terminal muqobili
Fincept Terminal v4 ga chuqur sharh — C++20 va Qt6 asosida qurilgan, 37 ta AI agenti, QuantLib va professional trading uchun 100+ ma'lumot konnektoriga ega bo'lgan native desktop ilovasi.
AutoHedge: Обзор автономного AI-хедж-фонда на базе роевого интеллекта
Разбор архитектуры AutoHedge от The Swarm Corporation. Как мультиагентная система на базе Swarms.ai генерирует торговые гипотезы, оценивает риски и автоматически исполняет сделки.
Kronos: sham (candlestick) grafiklarini transformer tilida gapirishga o'rgatuvchi asos model
Kronos sharhi — OHLCV shamlarini bashorat qilish uchun asos model. BSQ tokenizatori, ierarxik dekoder, ikki bosqichli sempling, Qlib o'qitish quvur liniyasi. Model birjaning 'tilini' qanday o'rganadi.
Jesse: Python va Rust tilidagi daqiqalarga asoslangan dvigatelli kripto algo-treyding freymvorki
Jesse — kripto bozorlari uchun algo-treyding freymvorkiga chuqur sharh. Daqiqalarga asoslangan simulyatsiya, holat mashinasi sifatidagi strategiyalar, Rust bilan tezlashtirilgan indikatorlar, overfitting'dan himoyalangan optimallashtirish va ochiq manbali yadro bilan jonli treyding o'rtasidagi chegara.
AI Hedge Fund: sun'iy intellekt tahlilchilari savdolar bo'yicha ovoz beradigan ko'p agentli fond
virattt tomonidan yaratilgan AI Hedge Fund-ga chuqur nazar — bu ochiq kodli tizim bo'lib, unda turli tahlil uslublariga ega bir nechta LLM agenti xavf filtri orqali portfel quradi. Arxitekturasi, agentlari, cheklovlari va haqiqiy tizimlar uchun saboqlar.