Andrew Go

* Execution system architecture design: main components, internal protocols, test scenarios, strategy examples, monitoring service * IB order gateway: converts IB to internal protocol. Provides gracefull orders shutdown, automatic reconnection (Golang) * Executor - main component providing order management with multi-client/multi-account model (Golang) * IQFeed data publisher: spreads market data to clients, allows subscriptions (Golang) * Functional scenario test set (Python3)

* HFT-IT: fast CLI-based C++ backtesting framework for tick data HFT strategies (4 months) * OLMA: research intraday trading strategies (stat arbitrage for MOEX) (C++14, 3 months) * Self-maintained project: fast quoting HFT algo for MOEX (C++14, 2 months) * www.optionslime.com: backend engine for option combinations fair pricing (C#, Linux/Core2, 2 months) * CEMI: flexible daily/intraday hystorical testing toolkit for crypto assets (Python3) + parameter optimizer (2 months)

* Market data management: storage, sampling, validation, visualization * Historical validation of trading algorithms (C++, Ruby) * Statistical arbitrage models for RTS/MICEX stock/futures * Production implementation of trading strategy (C++14) * Automated multi-criteria search and parameters optimization (Python, Ruby) * Research team leader (4 people)

Trading platform functionality improvement * Automated testing system for trading strategies (scenario tests) * Pairs trading strategy implementation and testing (model + execution) * L3 support for Asia equity execution strategies (VWAP, Iceberg, Pegging) * L3 support and improvement for London execution strategies (VWAP, Iceberg)

* Extracting document features from the web graph to improve the quality of the web search * Small tool-kit for web graph distributed processing and results visualization * Porting web graph features to production code

Functional analysis, Mesure theory and distributions, Computer science and programming, Algorithms and data structures