Machine learning · Quantitative finance · Strategy

Turning probability theory into business decisions.

I’m Pavel Zapolskii, CEO of an early-stage tech startup. I’ve spent six-plus years applying machine learning across tier-1 product companies and financial institutions worldwide.

Pavel Zapolskii
Fig. 01Pavel Zapolskii · CEO
  • 6+ years applying machine learning
  • 4+ years at tier-1 IT product companies
  • 4+ years with financial institutions worldwide
  • MSc Mathematics, Probability Theory

I work where mathematics meets money.

My background is in probability theory, and my career has been spent turning that into working systems: machine-learning models at top-tier product companies, and analytics for financial institutions around the world. Today I lead an early-stage tech startup.

I like problems where uncertainty is the point: experiments that have to be read correctly, forecasts that have to hold up, and portfolios that have to survive bad days.

I enjoy sharing ideas and teaching what I know, in writing and on YouTube.

Fig. 02 The left tail, where portfolios have to survive bad days.

What I help with

  1. Decisions driven by ML

    Models and forecasts that inform strategy, built to answer a business question rather than to win a benchmark.

    Keywords: models / forecasts / strategy

  2. Data-driven growth

    Experimentation and analytics processes that make expansion measurable, from A/B-test design to choosing the one metric that matters.

    Keywords: experiments / analytics / metrics

  3. Markets and portfolios

    A quantitative view on financial and market fit for a portfolio: options and volatility, bonds, gold and risk management.

    Keywords: options / bonds / gold / risk

  4. Advice and coaching

    Business consulting, career advice for people in data and quant roles, and a global-markets perspective.

    Keywords: consulting / careers / global markets

Long-form notes on data science and financial markets.

Published in Towards AI, DataDrivenInvestor and Coinmonks.

  1. Hunting for Mispriced Options: Building an Arbitrage Volatility Bot with Interactive Brokers

    DataDrivenInvestor

    • Algorithmic trading
    • Options
  2. How to Use Only 1 Metric in AB Tests

    Towards AI

    • A/B testing
    • Product analytics
  3. Time Series Simulations: Signature Transformation Method in Python. Part 2

    Towards AI

    • Time series
    • Statistics
  4. Amping up Forecasts Time Series: Signature Transformation Method in Python. Part 1

    Towards AI

    • Forecasting
    • Machine learning
  5. Gold investing hacks: the economic prospects of fear

    Coinmonks

    • Gold
    • Portfolio management
  6. Essentials for Option Trading with Python: Implied Volatility and Greeks

    Medium

    • Derivatives
    • Quantitative finance
  7. Trading Bonds: A Guide for Risk Management and Profit Generation

    DataDrivenInvestor

    • Bonds
    • Risk management

Newest first All articles on Medium

Let’s talk

Consulting, coaching, career advice or a conversation about global markets: send me a message on LinkedIn.