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
Kaskad strategiyalar: Zaxira bilan to'ldirishli ustuvor bajarish
"Illyuziyasiz bektestlar" seriyasining finali. N strategiya x M juftlik asosida orkestratorni qanday qurish kerak, ustuvorlik va zaxira bajarilishi bo'lgan kaskad rejimini amalga oshirish, dual_size tanlash va nega strategiyalar portfelini PnL qo'shish orqali bektestlab bo'lmasligi haqida.
Backtest-live paritet: nima uchun botingiz backtestdan farqli savdo qiladi
Backtest va live savdo o'rtasidagi farqlarning to'liq taksonomiyasi: slippagedan va qisman bajarilishdan tortib kod bazasining desinxronizatsiyasigacha. Paritetga erishish uchun arxitektura patternlari, umumiy yadro modulining Python misollari va production monitoring uchun cheklist.
Monte-Karlo Bootstrap: bor-yo'g'i 10 qator kod bilan backtest uchun ishonch intervallarini qanday olish mumkin
Backtestdan olingan bitta nuqtali baho nega xavfli illyuziya hisoblanadi. Monte-Karlo bootstrap hisoblashning atigi 2 soniyasida PnL va MaxDD uchun 95% ishonch intervalini qanday beradi va bu strategiyani ishlab chiqarishga chiqarishdan oldin nega majburiy qadam ekanligi.
Birjalar Aro Funding Rate Arbitraji: Stavkalar Farqidan Qanday Foyda Olish Mumkin
Kripto birjalar orasida funding rate arbitraji qanday ishlashi, Binance, Bybit, OKX va dYdX'da stavkalar nima uchun farq qilishi, va ushbu tafovutlardan foyda olish uchun monitoring va bajarish tizimini qanday qurish haqida.
QuestDB for Algorithmic Trading: SQL Extensions That Change the Game
Deep dive into QuestDB's time-series SQL extensions: SAMPLE BY, ASOF JOIN, HORIZON JOIN, WINDOW JOIN, LATEST ON, and real-world trading query patterns.
QuestDB for Algorithmic Trading: From Order Books to Production Architecture
Materialized views, 2D array order book analytics, and reference architecture for a QuestDB-powered algorithmic trading platform.
QuestDB for Algorithmic Trading: Architecture That Speaks the Language of Markets
Deep dive into QuestDB's three-tier storage architecture — WAL, columnar storage, and Parquet on object storage — and schema design principles for algorithmic trading systems.
Algo Treyding Tizimlarida Ma'lumotlar Aloqasi: Texnologik Sharh
Algoritmik savdo platformasining barcha darajalaridagi aloqa texnologiyalarini tahlil qilamiz: birja bilan ulanish protokollaridan (REST, WebSocket, FIX) tortib ichki IPC, xabar brokerlari va ma'lumotlar omborlarigacha.
Zarar-Foyda Asimmetriyasi: Depozitingizni Yo'q Qiluvchi Matematika
Nima uchun 50% zararni qoplash uchun 100% o'sish kerak, volatillik drag (volatility drag) yon tomonga siljigan bozorlarda ham kapitalni qanday yo'q qilishi, va har bir algo-treyder xavflarni boshqarishni qurish uchun bilishi kerak bo'lgan formulalar.
Rust'da murakkab arbitraj ijrosi: nanosekunddan atom multi-leglargacha
Multi-leg arbitraj ijrosi uchun Rust'dan maksimal unumdorlikni qanday olish mumkin: io_uring, qulfsiz order kitoblari, LMAX Disruptor, SIMD, tip-holat mashinalari va arena ajratuvchilari.
Arbitraj uchun GNN, transformerlar va RL: neyron tarmoqlar savdo qilishni o'rganganda
Graf neyron tarmoqlari arbitraj zanjirlarini 78 ms ichida qanday topadi, RL agentlari nima uchun qoidaga asoslangan botlarning 12 foiziga qarshi yillik 142 foiz daromad ko'rsatadi va Rust'da yaxlit tizimni qanday qurish kerak.
Matritsalar, tenzorlar va tropik algebra: arbitrajni aniqlash uchun chiziqli algebra
Almashuv kurslari matritsasi, xos qiymatlar, tropik algebra va tenzor dekompozitsiyalari kriptovalyuta bozoridagi tartibsizlikni qanday qilib aniq arbitraj signallariga aylantiradi.