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Jeanorochka/README.md

Hi, I'm Andrei Dunaev.

Andrei Dunaev

Python Docker REST API Matplotlib NumPy PyTorch PostgreSQL Redis SQL

Python 49.2%, C++ 26.8%, Julia 15.7%, Assembly 8.3%

What I do

I build quantitative research and risk tools for systematic trading, focusing on market inefficiencies that survive costs, regime shifts, and real execution.

  • Research: momentum, mean reversion, relative value, VWAP, liquidity, volatility, arbitrage.
  • Risk: position sizing, drawdown, VaR/CVaR, concentration, and stress testing, as well as Monte-Carlo.
  • Engineering: Python and Julia for research; C++ and x86-64 for performance and security.

Current projects cover equity signals, fixed-income analytics, and automated broker-report analysis.

Research and engineering portfolio. Nothing here is investment advice.

Pinned Loading

  1. moex-trade-diary moex-trade-diary Public

    Импорт сделок в формате торгового дневника (MoEx only)

    Python 21

  2. julia_tradediary_analysis julia_tradediary_analysis Public

    Визуал и экстраполяция дневника сделок с Джулией ~

    Julia 40

  3. moex_tbank_orderqueuetime moex_tbank_orderqueuetime Public

    Проверяет очередь вашей заявки в плите (эвристический метод)

    Python