Sergey Malchevskiy

Sergey Malchevskiy

Creative / Quantitative / Leading

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About Me

I'm a result-focused professional with 10+ years in IT industry. My role could be different depending on the current project stage and needs of a team. I'd been working on research projects for 5 years in applied science in data analysis. After that, I started working on projects with international and all-Russian big brands. We developed and implemented a lot of digital marketing and interactive media products. Also, I have an experience as a data scientist in user behavior research for online mobile products.

I carry out research on stock market and real estate. Passionate about researching how to improve performance. You can see my projects below.

Latest Projects

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Quantitative Stock Market Research

A lot of experiments were carried out to seek stable, scalable, and profitable algorithmic strategies. Different approaches are tested (pair trading, indicator systems, machine learning algorithms and so on). Some part of results has positive return and alpha.

The used technologies: R, Python, Quantopian.

Mean Reversion Strategy

Portfolio Management Strategy

SPY Trading Strategy

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Fit Realty

This project estimates the fair price of apartments of the real estate market in Saint Petersburg. Used machine learning algorithms allow to understanding what features have an impact on the price and what features haven't.

Also, it helps to search for undervalued objects to buying for housing or speculation.

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QuizGeek is the ultimate trivia app that will become your guilt-free addiction. The geeks behind QuizGeek have developed some sophisticated algorithms that learn the types of trivia questions you like/dislike so the game gets better and better the more you play. The game includes well-designed level progression, multiple styles of game-play, and a thought-provoking power-up strategy.

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CAPM Analysis

This service allows you to analyze the Russian stock market by CAPM for different time periods. A user receives a list of undervalued and overvalued assets, also calculated values of alpha, beta, Sharpe ratio and so on.

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Ident Smart Studio

The research project in pattern recognition field. ISS operates in three modes:

  • area-independent object analysis of ecosystem;
  • exterior analysis of biological species;
  • aerial photo counter system based on self-learning algorithms.

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ATM Network Analysis

The analytical project for Sberbank Data Science Journey based on ATM usage dataset. The are two ideas were proposed:

  • optimization the efficiency of ATM network usage based on a time series prediction of cash flow out value;
  • optimal reducing the number of ATMs in Moscow based on cluster analysis.

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Live Picture

R&D project for Intel App Innovation Contest. We proposed and implemented additional dimension for traditional All-in-one PC. We added sensor for 3D-orientation based on Arduino. As a final product, we developed an application on Unity3D that demonstrates new possibilities.

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AlfaLike is the social product for one of the largest commercial bank of Russia Alfa Bank. This product uses game mechanics to increase a loyal audience and involve it in banking products.

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Work Experience

Quantitative Researcher - Financial Markets (2014 - present)

Researching and creating algorithmic trading strategies on cryptocurrency and stock markets. I began to carry out a research as a self-started researcher. Then joined to the research team.

Some of my works you can find on github, project and article sections on this website.

Data Scientist - Conjecture corp. (2015 - 2018)

Participation in development of online products in educational and entertainment areas. A data-driven development approach was implemented to improve gaming and marketing indicators. I led the processes in exploratory data analysis, hypothesis formulation, design experiments, developing algorithms for data processing, decision-making about next features together with the product owner, and so on.

Digital Director - Global Point Agency (2014 - 2015)

Managing a business unit in GPA (major advertising agency, head office in Saint Petersburg). We provided digital marketing consulting in 360 degrees. The formed department consisted of groups of account managers, producers, software developers, and designers. Our team implemented a large number of projects for international and all-Russian companies (finance, automotive, tobacco, etc.).

Head of Software Development - Ascreen IM (2012 - 2014)

Building a technical department that consists of software development and QA groups in the interactive media company. We implemented R&D projects and completed commercial products for our clients. The basic stack of technologies: real-time graphics, gesture based systems, AR applications, multi-touch applications for interactive tables, etc. Basically, our clients were large industrial companies, advertising agencies, and museums.

Software Engineer -> Team Lead - Center of IT, NSII (2008 - 2012)

Development, implementation, and support of IT system in an educational organization. We implemented ERP Galaktika as a basic educational business platform and integrated it with specialized software platforms (1C, MARC bibliographic system). Some parts of our architecture with in-house developed software were based on SOA and ASP.NET services.

Software Engineer Intern - JSC Norilsk Nickel (2007 - 2008)

Created an information system for storaging graphical objects in hierarchical representation for mine department. Also, I participated in migration process from MSSQL to Oracle database as basic DBMS of ERP platform. I wrote a few scripts with business logic on PL/SQL and VBA.


Denis Grosz

Founder & CEO, Conjecture Corp.

Awards & Achievements

Russian President Scholarship

Scholarship for excellent study and scientific achievements.

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Rospatent Registration

The software Ident Smart Studio was registered.

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A winner of grant program for recognition system of biological objects.

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Silver Mercury Contest

We won awards in two nominations for AlfaLike project.

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Microsoft Technologies in Theory and Practice of Software Development

A winner of the conference in computer graphics category.

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