My name's Michael, and I'm a 22-year-old trading, statistics, and computer enthusiast. I have recently graduated from the University of California, Santa Barbara, with Bachelors of Science degrees in Computer Science and Statistics & Data Science. I am currently a Graduate Trading Operations Specialist at IMC Trading! I hope you enjoy looking through my current and past projects, academic achievements, hobbies, as well as anything else I thought could help you in getting to know me!

1. Current Projects
2. Paused Projects
3. Finished Projects
4. University Coursework
5. Hobbies and Interests
6. Contact Me

1. Open Quant Lab - personal open-source project; working with a small team to develop a cross-platform, interoperable open source trading software that allows quants to implement and test their trading strategies. The idea is to provide both real market data, as well as different types of generated market data. Currently, the team is working on the general design of the lab, as well as starting to implement the public exchange API. Let me know if you would like to contribute to the project, we are always looking for more help! We plan to make the repo public by end of 2023.
2. Markowitz Portfolio Management -- given a risk framework, we create a stock portfolio for three different risk apetites, from the years 2015 through 2020 (inclusive).

I have put the following projects on pause in order to work on the projects listed above:

1. MicroPython Data Aggregation - following my data aggregation project, I would like to rewrite it in MicroPython, so that I can use it on a Raspberry Pi Pico micrprocessor to scrap the financial APIs on its own.
2. Market Analysis - my friends and I are trying to to break up an arbitrary instrument's price chart into a sequence of patterns, and use a stochastic approach to give a probability a pattern will appear in the given sequence of a patterns.

1. Compiler.
2. Bloom Filter.
3. ReadyTraderGo 2023 Market Maker.
4. Python Data Aggregation.
5. Emart with Oracle Database.
6. Calculator Webapp with C++ Backend.
7. Seasonal ARIMA.
8. Ping Utility.
9. Buffer Pool Manager in C++ -- part of a CMU educational resource, unable to share code, but feel free to ask me questions!
10. B+ Tree Index in C++ -- part of a CMU educational resource, unable to share code, but feel free to ask me questions!
11. Simple Shell Implementation in C.
12. RWLock Implementation Using pthreads Locks and CVs.
13. Thread Synchronization Primitives in C++.
14. Implementing NachOS Syscalls.

Computer Science:
• Database Systems I and II
• Translation of Programming Languages
• Machine Learning
• Computer Communication Networks
• Data Structures & Algorithms I and II
• Web Application Development
• Cryptography
• Formal Languages & Automata
• Numerical Optimization
• Assembly Programming
• Computer Hardware
• Parallel Programming
• Operating Systems

Statistics:
• Statistics and Probability Theory I, II, III
• Discrete-Time Stochastic Processes
• Continuous-Time Stochastic Processes
• Financial Mathematics (Pricing Derivatives)
• Advanced Financial Mathematics (Markowitz Portfolio Theory)
• Time Series Analysis
• Experiment Design & Analysis of Variance
• Regression Analysis
• Advanced Statistical Models
• SAS Base
• Mathematics of Fixed Income Markets

Phsyics:
• Classical Mechanics
• Electrostatics, Electromagnetism, Optics
• Intro to Special Relativity and Quantum Mechanics
• Physics Labs (classical mechanics, electrcity and circuits, magnetism, quantum physics)

Other:
• Critical Thinking
• Philosophy of Mind
• Engineering Ethics
• 1800-1899 American Literature
• Culture Clash (Chicano Theater)
• Dead Sea Scrolls

• Soccer - First, I played for Metallist while I lived in Kharkiv (2006-2013). After moving to Pleasanton, California, I played for Ballistic United Soccer Club (2013-2015,2017-2019), Mustang Soccer Club (2015-2017), Amador Valley High School JV (2015-2018). While in Pleasanton, I would also go to Danville Futsal Meet-Ups with dad. Around this time, I also started and coached a local soccer club for kids ages 4-10 while in high school. I am currently playing Intermediate Intramural Soccer at UCSB.
• Philosophy - ever since my roommate introduced me to several Heidegger readings my freshman year at UCSB, I've been avidly reading Aristotle, Aurelius, Hume, Kant, and more. I think it's both important and incredibly interesting to read about the thoughts people had in the past; it's almost as if one is able to see the evolution of human thought this way. I also find that it helps me to understand where other people come from when they try getting their ideas across to me.
• Reading - philosophy brought back my interest for reading, and helped me get into fiction literature again. Love reading anything from Mark Twain to Jack London to Stephen King to Toni Morrison to Ray Dalio.
• Chess - I played against my father since I was young, but never actually took the time to learn any theory. When 2023 began, I started actively playing online chess and trying to improve my game. As of October 2023, my rapid rating is 1275 and my blitz rating is 1050. One of my next few projects will soon be trying to create a chess bot that plays at a 2500+ level.
• Poker - I play both in person and online. The balance between estimating expected values and judging your opponent's behavior really draws me to this game. In the future, I would be very interested in trying to make a program that plays head to head and three-person poker optimally, according to game theory.
• Fishing - both my grandpa and my dad love fishing, and that stayed with me; nothing beats waking up at 3-4 AM only to go out on the water and have the most peaceful couple hours.
• Skating - my way to blow off steam and de-stress after a hard day's work. I started actively street skating my senior year of high school, in 2019, and have stayed with it since.

1. Email me at michael.glushchenko@gmail.com.
2. Message me on LinkedIn.
3. Phone number available upon request.