rostislav

Quantitative trader and algorithmic systems engineer with 8 years of hands-on experience in cryptocurrency markets and quantitative finance. Specializes in the full lifecycle of HFT strategy development — from microstructure research and signal generation to low-latency execution infrastructure deployed on collocated cloud nodes. Demonstrates deep expertise in momentum-based strategies, delta-neutral portfolio management, and cross-venue statistical arbitrage across centralized perpetual futures markets. Proven live track record with a verified profit factor of 1.66 over a continuous 12-month period operating on Binance Futures and Bybit. Proficient in building performance-critical execution engines in Rust and quantitative research pipelines in Python, with a sharp focus on latency minimization, order-book dynamics, and real-time risk controls.