Vlad Kochetov

Quantitative Developer & Researcher

Vlad Kochetov

About Me

Quantitative Developer and Researcher with a passion for exploring academic literature, implementing cutting-edge methodologies, and solving complex, non-trivial problems. Experienced in machine learning engineering and deep learning techniques and with a strong foundation in mathematical concepts.

Skills

Machine Learning

Classical ML, Deep Learning

Development

Python, Go, Linux, Git, Makefile, CI

3D Modeling

Fusion 360

Projects

MLTT

Machine Learning Trading Toolkit

Library for portfolio rebalancing strategy research and development.

MLTT Buckets
View Project

Option Portfolio Pricer

Interactive web app for options portfolio analysis with GPU-accelerated pricing.

Option Portfolio Screenshot
Live Demo GitHub

Xoney

Event-Driven Algorithmic Trading Library (Go).

Xoney Logo
View Project

Xoney Py

Event-Driven Algorithmic Trading Library (Python).

Xoney Py Logo
View Project

Quick Trade

Algorithmic Trading Library for implementing strategies and optimization.

Quick Trade Plot
View Project

Social

Articles

Payoff approximation

From Distribution Forecasts to Vanilla Portfolios: Regularized Payoff Approximation in Discrete Space.

View Article Download PDF

Books I Like