Quantitatve Research Lead @ Hudson & Thames
Illya holds an M.Sc. in Computer Science and Econometrics at the University of Warsaw. He has implemented various machine learning, portfolio optimization, and statistical arbitrage algorithms in the widely used MlFinLab, PortfolioLab, and ArbitrageLab packages. Currently, Illya and his team focus their research on pairs-trading and novel approaches to statistical arbitrage.