Welcome

I’m glad you’re here.

This site is where I share my work, thoughts, and experiments in:

• Algorithmic Trading — including strategy design, backtesting, infrastructure, and market microstructure.
• Rust & Python Programming — with a focus on clean architecture, maintainable code, and production-ready systems for trading and data.
• Financial Mathematics — covering modeling, pricing, stochastic processes, and quantitative analysis.
• Probability Theory & Mathematical Statistics — foundational tools for inference, risk modeling, and signal extraction.
• Machine Learning in Trading — practical applications in feature engineering, model development, and evaluation.
• Data Science & Infrastructure — building efficient systems for large-scale data processing and analysis.

My background is in applied mathematics and physics: I graduated with honors from MIPT (Moscow Institute of Physics and Technology), and conducted academic research at the University of Chicago. After that, I joined Sberbank CIB as a quant on the FX desk, focusing on machine learning models and trading analytics.

Currently, I work at a high-frequency trading firm as the tech lead of a team developing trading algorithms. While much of my work is confidential, this site reflects many of the technical ideas and approaches I explore independently — often inspired by real-world challenges.

Most content here is technical and intended for practitioners, researchers, and curious minds in finance and technology. Posts may include code, visualizations, and deep dives into specific problems or methods.

Stay tuned — and feel free to get in touch if you’d like to connect or collaborate.