Background
About
QuantOps Architect. In the markets since 2004, building trading systems since 2007.
I build the systems quant desks run on, for prop firms, family offices and quant teams: research and backtesting, execution and order management, risk and reporting. One architect covers all of it, so there is no integration seam between teams.
I made my first trade in 2004 and have built production trading systems since 2007. I started as a prop desk trader, became a quant developer, and now design the frameworks funds run on. I designed the core framework that ran $40M+ of capital across multiple accounts, built execution infrastructure for a proprietary trading group, and run my own book on the same components. Designed and written by hand. AI-assisted development only since early 2026.
Timeline
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2023 – 2026
Swarm Investments LLC
Sole quant developer and architect. Core trading framework, Hive© alpha research tooling and FIX execution on US futures via Trading Technologies.
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2022 – now
Low-latency execution
My own framework for low-latency market-making and arbitrage: UberHF 1.0 in 2022, rewritten in pure C as UberHF 2.0 in 2023.
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2018 – 2022
TMQR: fund infrastructure
Lead quant developer and architect. Core trading framework that ran $40M+ of capital across multiple accounts.
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2016 – 2018
Contract work
Quantitative modelling, data science and Python for international clients.
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2010 – 2016
Independent systematic trader and quant developer
Systematic trading on futures and options with my own and family capital. I still run my own book on the same stack I build desks from.
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2006 – 2009
Proprietary trading firms
Three firms. Started as a junior trader and headed the algorithmic trading and arbitrage desk at the last one.
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2004
First trade
Started trading as an economics student.
Education
- Saratov State Socio-Economic University, 2003 – 2009: master’s degree in economics, finance and banking.
- NAUFOR (Russia): Certified Financial Market Specialist, brokerage (1.0) and asset management (5.0).
Capabilities
Data science
Quantitative models for markets: time series, options chains, portfolio rebalancing, risk simulation.
Read more →Trading
Market-neutral portfolios across futures, FX and options, with volatility-normalised sizing.
Read more →Engineering
Python for research, C on the hot path, Linux all the way down.
Read more →