Eduard Samokhvalov //
Quantitative Developer
Email: edward.samokhvalov@gmail.com
Phone & WhatsApp: +7 499 119 23 66
Telegram: https://t.me/EduardSam
Github: https://github.com/algomaschine/
Русская версия: https://eduardsamokhvalov.online/ru/
Professional Summary
An experienced specialist at the intersection of IT and quantitative finance with deep expertise in developing and supporting automated trading systems, machine learning, and data analysis. My professional activity covers the full cycle: from research and building predictive models to architecture, implementation, and technical support of ready-made solutions.
AI / LLM / RAG / Agents
I deeply research and apply modern approaches, including Transformer architectures and Large Language Models (LLMs), for text data analysis, feature generation, and building intelligent systems. Interested in tasks related to Retrieval-Augmented Generation (RAG).
ML Frameworks & Models
Practical experience with CatBoost, XGBoost, LightGBM, H2O AutoML, ResNet, TimeNet, Autoencoders, N-Hits/N-Beats. Deep time series analysis including spectral analysis of cycles and seasonality tracking with Facebook Prophet. Creating feature engineering pipelines.
Quantitative Development
Development, backtesting and optimization of algorithmic trading strategies using Python and distributed optimization libraries. Following modern quant finance principles (M. López de Prado):
- Strict overfitting control via Purged/Combinatorial Purged Cross-Validation, Deflated Sharpe Ratio and PBO analysis with OOS/OOT splitting
- Feature and label construction using Volume Bars, Triple-Barrier Method and Fractionally Differentiated Features
- Meta-Labeling for separate risk and position size management
- Building models based on order book and blockchain data, optimizing for Sharpe/Calmar/Sortino metrics
- Portfolio formation using hierarchical clustering of assets
Technical Support / Administration
Extensive experience supporting and administering electronic trading platforms (MetaTrader 4/5, cTrader, Integral, Currenex), log analysis (FIX, MT), liquidity configuration (OneZero bridge), incident resolution, and database work (MySQL, Oracle, MS SQL).
My approach is based on comprehensive use of market and non-market data, strict risk management, and building robust systems that ensure stable performance across various market conditions. I seek complex projects where I can apply a combination of expertise in quantitative finance, machine learning, and practical IT skills.
Professional Experience
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AlgoMaschine, Moscow, Russia – Personal Consulting Project
Development & 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.
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Blockchain Project – Remote Contracting Role
Development & Technology Research | Aug 2022 – Sep 2025
Creating models for predicting crypto markets using ML and dynamic cycle analyis tools. Generating models with Strategy Quant. Features' generation and analysis using causality testing methods. Extensive research in backtesting methodology and application of techniques described by Lopez de Prado.
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https://tickeron.com/ – Remote Contracting Role
Tech Support, Product, Data analysis | Dec 2021 – Aug 2022
Client technical support (on-call), keeping track of product issues. Google Analytics stats analysis. Prototyping and testing new client features. Developing predictive tools for markets using seasonality analysis with Facebook Prophet on Python.
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https://dorax-investments.com – Remote & Onsite Contracting Role
Digital Marketing Project | Sep 2019 – May 2020
Spearheaded the development and execution of a comprehensive digital marketing strategy centered on SEO. Built and trained a new client relationships team, equipping them with advanced digital tools (LinkedIn Helper, Crystal Knows) for lead generation and profiling, which directly resulted in new client acquisition. Enhanced market outreach by developing updated marketing materials and constructing a targeted lead database, programmatically enriching Dun & Bradstreet data with LinkedIn, email contacts and psychographic profiles from Crystal Knows API.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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.
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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
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University of Nicosia, Cyprus
Computer Science | 2002-2006
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Squared Online (course developed with Google)
Digital Marketing | 2014-2015
Certifications
- ITIL v3 Foundation
- Visual Basic 6.0 (MCP in Developing Desktop & Distributed applications, VBA, VBS)
- Digital Marketing (Squared Online)
- Gamification (Octalysis)
Publications & Media
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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".