- Execution system architecture design: main components (Golang), internal protocol (JSON), test scenarios (Python3), strategy examples (Python3), monitoring (web service) - IB order gateway: converts IB to internal protocol. Provides gracefull orders shutdown, automatic connection recover, supports several feeds and several clients - Executor - main component encapsulating order management with multi-client/multi-account model. Provides state saving, position/PnL calculation per-client/account, built-in risk controls - IQFeed data publisher: spreads market data to clients, allows subscriptions

- HFT-IT: fast CLI-based C++ backtesting framework tick data multi-instrument HFT strategies (4 months) - OLMA: research intraday trading strategies (currency and index arbitrage) for MOEX (C++14, 3 months) - Self-maintained experimental project: fast quoting HFT algorithm for MOEX (C++14, 2 months, real life tests failed) - www.optionslime.com: development of the backend engine for option combinations fair pricing (C#, Linux/Core2, 2 months) - CEMI: development of a flexible daily/intraday trading hystorical testing toolkit for crypto assets (Python3) + automated multi-criteria parameter optimizer (2 months)

- Market data management: storage, sampling, validation, visualization - Historical validation of trading algorithms: framework, assessment, methodology (C++, Ruby) - Statistical arbitrage models for RTS/MICEX stock/futures market: index vs basket, stock vs futures - Production implementation of index arbitrage strategy (C++14, medium freq, L2 data, active execution) - Automated multi-criteria search and parameters optimization: framework, methodology (Python, Ruby) - Research team leader (4 people)

- Extracting document features from the web graph to improve the quality of the web search - Small tool-kit for web graph distributed processing and results visualization - Porting web graph features to production code

Department of Mathematics and Mechanics Chair of Functions and Functional analysis