Software Engineer, Quantitative Researcher
Aspk
Moscow, Moscow City, Russia
- Developed statistical modules for hypothesis testing and trend detection, as well as for analyzing cointegration and causality;- Implemented several strategies, including index arbitrage, lead-lag, and others;- With C#, .NET and SQL, developed software to process large amounts of data, generate features, and store them in a database;- Developed and implemented several Machine Learning-based strategies using RNN, LSTM and other algorithms like XGboost and Random forest using Python (numpy, pandas, matplotlib, scikit-learn) and TensorFlow.- Contributed to the company’s trading platform by adding performance analysis metrics and visualizations using C#, .NET, WPF, and SciChart.