PostgreSQL

Advanced cloud-based AI-driven SaaS platform for US real estate market (2022-present)

An advanced cloud-based SaaS platform, currently serving the US real estate market with a focus on geo-analytics and forecasting. It integrates state-of-the-art Generative AI and Machine Learning technologies, enhancing both functionality and accuracy. The platform operates natively with Amazon Web Services (AWS) and Kubernetes, supporting multi-tenancy and ensuring robust security. Its key features include auto-scalability and high availability, providing real estate professionals with reliable, data-driven insights and predictions.

Alliedium AIssistant (2020-2022)

ML-based automated issue management, defect classification and bug triaging.

Scalable machine learning with Apache Ignite, Python, and Julia: from prototype to production

Peter Gagarinov shares his experience with integrating Apache Ignite with external machine frameworks.

Using Apache Ignite to boost the development of Jira Cloud apps

Peter shares his Apache Ignite experience. He will show how one can minimize the number of blocks in a complex, scalable backend for an ML-based, automated issue-management system (Alliedium), as you stay within the Java ecosystem and the microservice paradigm.

PgMex (2014)

PgMex is a high-performance PostgreSQL client library for Matlab that enables a Matlab-based application to communicate with PostgreSQL database in the Matlab native way by passing data in a form of matrices, multi-dimensional arrays and structures. The library is written in pure C which gives a significant performance boost for both small and data-heavy database requests. Both Windows and Linux platforms are supported.

Equity Deep Learning/StatArb Portfolio Management System (2016–2018)

Deep learning-based semi-automatic trading system for US stock market. The system automatically extracts a sensible information (in form of features for a deep learning model) from both publicly-available and subscription-based sources of daily and high-frequency market data. After a second stage of dimensionality reduction and features re-combination (via back-testing & cross-validation) the most relevant features are then used to train a complex non-linear model on GPU. The portfolio optimization-driven trading strategy uses probabilistic forecasts made by the model and current positions on the market to generate specific instructions for the traders.

Equity Index Volatility and Correlation Trading System (2013–2015)

ML-based semi-automatic market making and position trading system utilizing statistical arbitrage opportunities in volatility index – equity index future spreads on US market.

Risk Analytics Engine (2015–2016)

Broker-side stress-testing and optimization system for both aggregating and scaling multiple traders/strategies operating with options, futures, ETFs and stocks into a single portfolio for a better profitability/risk ratio for a broker.

Equity/Index Options StatArb Portfolio Management System (2008-2013)

Semi-automatic trading system built for US options market making and position trading using a relative value implied volatility modeling based on a statistical forecasting of co-movements of implied volatility surfaces.

Algorithmic Trading Development Environment: BEST Studio (2010–2012)

Simulation platform for trading finance. It can simulate exchange functionality, exchange behavior, smart order routers, client behavior, market data sources and all interactions between them with a high degree of realism and consistency. A high-frequency exchange simulator uses a set of ML-based models to replicate a realistic behavior of the market. An integrated order-matching engine allows for tested trading strategies be surrounded by a realistic trading environment which can simulate various stress-testing scenarios (including exotic ones) while still keeping things realistic.