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Over the past 10+ years I've designed and delivered automated trading infrastructure across the full spectrum: from MQL5 Expert Advisors and custom indicators to low-latency arbitrage engines in C++ and C#, real-time market data pipelines, and multi-domain architectures connecting MetaTrader, Python, and external APIs. I hold a PhD in Electrical Engineering, which shapes how I approach problems: model first, build second, validate always.
💻 What I build:
[1] Expert Advisors & trading strategies = full-cycle MQL5/MQL4 development: entry/exit logic, risk management, position sizing, trailing stops, session filters, and robustness validation.
[2] HFT & arbitrage systems = latency arbitrage engines (two-leg and three-leg), statistical arbitrage, and triangular arbitrage using C++, C#, and Python; I've diagnosed and resolved live feed synchronization issues that were invisible at the strategy level.
[3] Market data pipelines = real-time feed processing, multi-source normalization, validation, and delivery; I understand what happens when data quality degrades and how it propagates through a system.
[4] Multi-domain trading architectures & AI integration = systems that connect execution layers (MT5/MQL5), orchestration layers (Python), and external services into a single reliable pipeline; most recently, I architected a system where a MetaTrader 5 EA feeds structured market context to a Python layer that routes decisions through an LLM reasoning engine — the system selects the strategy, manages risk parameters, and adapts to market regime in real time.
[5] Web-based trading platforms & SaaS = full-stack delivery using Python (Django, FastAPI), Next.js, PostgreSQL, Docker, and AWS; from proof-of-concept to production deployment.
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