Eduard Samokhvalov // Quantitative Developer

Professional Summary

My technical stack includes a wide array of powerful tools and technologies such as distributed optimization, Linux, Python, CatBoost, XGBoost, H2O AutoML, ResNet, TimeNet, Autoencoders, and Gramian Angular Field (GAF), to name a few. I have applied these tools across diverse markets including stocks, bonds, forex, crypto, and indices, ensuring comprehensive coverage and adaptability. I'm also excited by using the latest tech trends such as Transformers and Large Language Models, various code/data generators, commercial and open source.

A significant part of my toolbox is the in-depth dynamic cycles analysis using spectrum and tracking of cycles' persistence in dataseries. This is combined with Facebook Prophet API to track seasonalities and the latest univariate data series forecast packages like N-Hits and N-Beats, applied to sentiment charts from Google Trends and similar sources.

I have a special focus on feature development and optimization using libraries from non-linear dynamics such as Nolds, presenting binary data visually and vice-versa with GAF, applying creative embeddings, and using a pinch of genetic algorithms with FeatureTools. This process is finalized with methods like Principal Component Analysis (PCA) to retain only the strongest and most sustainable features.

The key aspect of my approach is the extensive use of non-market data series, combined with a rigorous blend of risk analysis methodologies. I leverage Mean-Variance Optimization (MVO), Universal Portfolios, the Kelly Criterion, and other advanced techniques to maximize the Sharpe Ratio, improve the Calmar Ratio, and achieve perfectly smooth PnL curves of my models. This systematic approach ensures lean structures, robust and resilient performance across various market conditions and overall durability of the process.

Professional Experience

• AlgoMaschine, Moscow, Russia – Personal Project

  Business Relationship Manager & Technology Research | Feb 2018 – Ongoing

  Development of automatic electronic market trading systems using various existing trading signal generating platforms; Python coding; backtesting; data mining; consulting of private clients in this area.

• Algotech Innovations, Kazakhstan/Romania -- Contracting Role

  Business Relationship Manager & Technology Research | Jun 2018 – Apr 2019

  Liaison with technology providers; research in algotrading platforms; consulting on various technical aspects; web development management and digital marketing; development of architecture of a module that connects trading signal generator to markets via FIX and REST API; development tech specification for developers of a holistic system.

• Duty Fly, Yerevan, Armenia -- Contracting Role

  Advisor in IT and Trading Platforms | Aug 2018 – Oct 2018

  Liaison with card processing providers, setup of technical support processes, training of staff in using Metatrader 4/5 platforms & B2Broker Crypto-exchange platforms.

• Blockchain Active, Moscow, Russia -- Contracting Role

  CIO Advisor / Platform Architect | Nov 2017 – Feb 2018

  ICO Advisor; R&D for architecture of Crypto-exchange platform; drawing UI sketches; technical specification; comparative analysis of frameworks and vendors for platform's components; liaison with framework vendor and development team.

• AKD Forex Academy, Moscow, Russia -- Contracting Role

  Head of IT | May 2017 – Sep 2017

  Setup of infrastructure in the new office; web development management; setup with Skrill; configurations for MT4 and online cabinet system; 2nd and 3rd line support for trading platforms' execution issues; interviewing of IT personnel; coding for various hands-on tasks; writing procedures for 1st line technical support; advising on crypto-brokerage development; writing an IT Infrastructure Development Road Map.

• Credit Suisse, Zurich, Switzerland -- Contracting Role

  L1 Application Support Analyst | Oct 2015 – Jan 2016

  Coordinating and escalating activities among L1/L2 support and development teams; e-trading systems administration/configuration; technical error fixing; analysis of logs from e-trading applications; user assistance; SQL queries on Oracle and MS SQL databases; writing documentation.

• SWISSQUOTE (ex-MIG Bank), Gland, Switzerland

  E-Trading Application Support / Operations Specialist | Nov 2013 – Mar 2015

  Maintaining VPS server; MT4 log analysis; real-time monitoring scripts; fixing execution/pricing/networking issues of MT4/5; nightly on-call support; Metatrader and Integral client cases; writing procedures & operation manuals; programming utilities; mining in over 500GB of Metatrader log data.

• SimpleFXsignals, Limassol, Cyprus -- Contracting Role

  Consultant for Developing IT Services / Head of IT | Nov 2012 – Jan 2014 (part-time, working from home)

  Web site project management: brand identity; design, development, testing, copywriting; providing customer support; finding clients over social networks; research of APIs and web services to be integrated in the product.

• FxPro, Limassol, Cyprus -- Contracting Role

  E-Trading Platforms Administration and Support Specialist | Apr 2013 – May 2013

  Customer support for Metatrader and cTrader; Metatrader plugin configuration; mining trading platforms’ log data for classification of cases; analysis of FIX data.

• JFX, Limassol, Cyprus

  IT Consultant for Internal IT Systems Development / Support Specialist | Apr 2012 – Apr 2013

  Project management: MT4/Integral/Currenex back-end integration and dashboard; FIX log analysis; coordinating work for integration of distributed office networks; assisting employees in daily IT issues; configuring Salesforce; administrating MT4/Integral/Currenex platforms; preparing documents for IT audit; research on various technologies.

• PrimeXM, Limassol, Cyprus -- Contracting Role

  E-Trading Applications Support Engineer | Jan 2012 – Mar 2012

  Metatrader 4/5 support for corporate clients; configuring liquidity bridges and feeders for White Labels; analysis of FIX trading platforms’ logs; writing instruction manuals; creating PowerPoint presentations for technical sales; configuring VoIP software; installation and configuration of all hardware in the new office.

• Fintailor Investments Limited, Limassol, Cyprus

  IT Consultant for Internal IT Systems Development / Head of IT | Jun 2010 – Jan 2012

  Developing the architecture for Fintailor’s Online Personal Cabinet for receiving/executing client’s deals; managing project development using outsourced programmers; developing concept services (virtualization of trading terminals) for clients and implementing solution using virtualization outsourcing company; installing and maintaining office hardware/software/network/backups/UPSes/virtual servers/VoIP; installation and support: QUIK, Sunguard GL, Bloomberg, Reuters, Metatrader, CQG; support stable functioning, updating and backup of the BO CRM.

• Primetel, Nicosia, Cyprus

  Network Engineer | Apr 2009 – Apr 2010

  Coding of cross-platform utility in Java (client), Ruby on Rails (web front end) and MySQL (database) for internal use; migrating corporate clients’ data from old to new accounting system; coding of scripts/utilities in HTML, bash script, VBA; customer support; correcting server errors in clients’ PHP applications hosted on Primetel servers.

• DFG Capital, Nicosia, Cyprus

  Trade Execution Assistant | Oct 2007 – Oct 2008

  Assisting traders and Back Office employees; programming utilities in VBA/HTML/Ruby on Rails/C#; daily/weekly P&L and executed trades reporting; VBA/Bloomberg scripting; preparing Business Continuity Plan; documenting infrastructure and writing operative manuals; network administration; MQL4 programming; MS Access programming in VBA.

Education

• University of Nicosia, Cyprus

  Computer Science | 2002-2006

• Squared Online (course developed with Google)

  Digital Marketing | 2014-2015

Certifications

• ITIL v3 Foundation
• Visual Basic 6.0
• Digital Marketing
• Gamification

Publications & Media

• My publication in Cycles Magazine in 2021
  https://journal.cycles.org/Issues/Vol48-No2-2021 (p. 58)
• Special Market Cycles Report February 22, 2021.
  Edward Samokhvalov in this Cycles TV episode to talk about his latest article in the Cycles Magazine: "Geomagnetic Butterfly Pattern".