Backend dev in Yandex Video service

* 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… Show more * 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 Show less

* 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… Show more * 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) Show less

* Trading platform functionality improvement* Automated testing system for trading strategies (scenario tests)* Pairs trading strategy implementation and testing (model + execution)* L3 support for Asia equity execution strategies (VWAP, Iceberg, Pegging)* L3 support and improvement for London execution strategies (VWAP, Iceberg)

* 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