Strategy & signal research
Strategy research and signal development for crypto derivatives and futures markets — statistical modelling, backtesting and rigorous out-of-sample evaluation.
Fibration Research builds the data pipelines, models and low-latency systems behind quantitative trading strategies — working with trading firms and institutional clients internationally.
Strategy research and signal development for crypto derivatives and futures markets — statistical modelling, backtesting and rigorous out-of-sample evaluation.
End-to-end ML infrastructure: market-data processing, dataset generation, model training and serving — built to run reproducibly from research to production.
High-performance trading and data systems engineered in Rust and C++, with the hot path designed for throughput and predictable latency.
Designing, accelerating and hardening machine-learning models for noisy, high-frequency signals over unstable data channels.
An embedded research partner — from raw market data through to models in production.
Quantitative researcher and engineer with around nine years across high- and mid-frequency trading — crypto derivatives, commodity futures and statistical arbitrage. Previously built research and ML infrastructure at Order Capital (Dubai), AIMTech (Moscow) and Wunderfund. Trained in theoretical physics and astrophysics at the Moscow Institute of Physics and Technology (MIPT).