Kirill has been working on data management and analytics in financial services for the last 8 years. He started out in the Treasury team of a large Russian bank, where he was building data pipelines and models for liquidity management and middle office reporting. After moving to London he joined a fixed income brokerage startup, where he has been building out their data analytics platform, leveraging multiple open source technologies.
Talks I've Given
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Lightning Talk: Parallel Computing in R
Featuring Kirill Egorov
Kirill is going to walk you through different methods to parallelize you R code. He is going to cove base R tools, alternative packages as well as low level parallelization with Rcpp.
rcpp alternative-packages infiniteconf r-tools r -
Building web applications for back testing systematic investment strategies (using R with Shiny)
Featuring Kirill Egorov
Kirill gives a live-coding overview of the Shiny application from the RStudio team, which makes it substantially easier to produce interactive web applications for research into an investment strategy.
bootstrap algorithmic-trading shiny r web-apps -
Data Science with R and Python
Featuring Kirill Egorov
Guest presenter Kirill Egorov will walk us through an example of using R for clustering analysis on equity data from Quandl.
python r fullstac datascience