Evgeny Sorokin's Blog

Order Sweeping Algorithms in Forex Trading

Fri, 06 May 2022 14:15:28 +0200

Got another material published, “Order Sweeping Algorithms in Forex Trading”.

We go deeper into the mechanics of order execution while working with multiple liquidity providers. As always, with detailed schemes, step-by-step walkthrough examples and beautiful visualizations of what goes where.

Download the e-book

The Ins and Outs of Forex Liquidity Aggregation

Thu, 25 Mar 2021 10:14:15 +0200

Here is another small e-book of mine: The Ins and Outs of Forex Liquidity Aggregation
It was rather tricky to satisfy the tension between making the topics simple enough to be easy to follow, but still reflect real use cases and problems of Forex liquidity aggregation. Hope you’ll find it useful.

How FX Brokers Manage Their Price Risk

Wed, 25 Sep 2019 15:48:40 +0200

A/B books is something that newcomers to the FX industry usually understand incorrectly and keep retelling misconceptions to each other. Here is my small e-book to address that. Enjoy!

Movies I’d Recommend

Sun, 15 May 2016 12:55:14 +0200

The Imitation Game (2014)
On IMDb

The Shawshank Redemption (1994)
On IMDb

Pan’s Labyrinth (2006)
On IMDb

Les Misérables (2012)
On IMDb

The Believer (2001)
On IMDb

Back to the Future (1985)
On IMDb

13 (2010)
On IMDb

Metro (2013)
On IMDb

The Stroll (2003)
On IMDb

Before Midnight (2013)
On IMDb

Locke (2013)
On IMDb

The Judge (2014)
On IMDb

Match Point (2005)
On IMDb

Saving Mr. Banks (2013)
On IMDb

Broken (2012)
On IMDb

Nightcrawler (2014)
On IMDb

Pulp Fiction (1994)
On IMDb

The Intouchables (2011)
On IMDb

The Illusionist (2006)
On IMDb

The Silence of the Lambs (1991)
On IMDb

The Prestige (2006)
On IMDb

Under Suspicion (2000)
On IMDb

Love Actually (2003)
On IMDb

The Godfather (1972)
On IMDb

Limitless (2011)
On IMDb

Full Metal Jacket (1987)
On IMDb

In Bruges (2008)
On IMDb

Apollo 13 (1995)
On IMDb

The Butterfly Effect (2004)
On IMDb

American History X (1998)
On IMDb

Eternal Sunshine of the Spotless Mind (2004)
On IMDb

Fight Club (1999)
On IMDb

Schindler’s List (1993)
On IMDb

Taken (2008)
On IMDb

Scent of a Woman (1992)
On IMDb

The Negotiator (1998)
On IMDb

Saving Private Ryan (1998)
On IMDb

Memento (2000)
On IMDb

The Green Mile (1999)
On IMDb

The Departed (2006)
On IMDb

Amélie (2001)
On IMDb

Requiem for a Dream (2000)
On IMDb

Heat (1995)
On IMDb

Good Will Hunting (1997)
On IMDb

Lock, Stock and Two Smoking Barrels (1998)
On IMDb

The Sixth Sense (1999)
On IMDb

Snatch. (2000)
On IMDb

Sin City (2005)
On IMDb

The King’s Speech (2010)
On IMDb

Whiplash (2014)
On IMDb

Apocalypto (2006)
On IMDb

The Hunt (2012)
On IMDb

Fracture (2007)
On IMDb

One Day (2011)
On IMDb

Inside Out (2015)
On IMDb

Captain Phillips (2013)
On IMDb

What’s in a Name? (2012) Le prénom (original title)
On IMDb

Phone Booth (2002)
On IMDb

Saw (2004)
On IMDb

(500) Days of Summer (2009)
On IMDb

Collateral (2004)
On IMDb

Gone Girl (2014)
On IMDb

The Truman Show (1998)
On IMDb

9th Company (2005)
On IMDb

Tycoon: A New Russian (2002)
On IMDb

The Life of David Gale (2003)
On IMDb

Kollektor (2016)
On IMDb

Joker (2019)
On IMDb

Text (2019)
On IMDb

Dogville (2003)
On IMDb

La Belle Époque (2019)
On IMDb

Arrhythmia (2017)
On IMDb

Perfect Strangers / Perfetti sconosciuti (2016)
On IMDb

Closer (2004)
On IMDb

Books I’d Recommend

Sun, 15 May 2016 12:35:54 +0200

Antifragile: Things That Gain from Disorder
On Amazon

The Goal: A Process of Ongoing Improvement. Eliyahu M. Goldratt, Jeff Cox
On Amazon

The Pragmatic Programmer: From Journeyman to Master. Andrew Hunt, David Thomas
On Amazon

SPIN-selling. Neil Rackham
On Amazon

The Black Swan: The Impact of the Highly Improbable. Nassim Nicholas Taleb
On Amazon

The Inmates Are Running the Asylum: Why High Tech Products Drive Us Crazy and How to Restore the Sanity. Alan Cooper
On Amazon

Seven Habits of Highly Effective People: Restoring the Character Ethic. Stephen R. Covey
On Amazon

The Five Dysfunctions of a Team: A Leadership Fable. Patrick Lencioni
On Amazon

The Deadline: A Novel about Project Management. Tom DeMarco
On Amazon

The Mythical Man-Month: Essays on Software Engineering. Frederick Phillips Brooks
On Amazon

The Innovator’s Dilemma: When New Technologies Cause Great Firms to Fail. Clayton M. Christensen
On Amazon

97 Things Every Software Architect Should Know: Collective Wisdom from the Experts
On Amazon

How to Win Friends & Influence People. Dale Carnegie
On Amazon

The Software Development Edge: Essays on Managing Successful Projects. Joe Marasco
On Amazon

Mental Traps: Stupid Things That Sane People Do to Mess Up Their Minds. Andre Kukla
On Amazon

Influence: Science and Practice. Robert B. Cialdini
On Amazon

Start with NO...The Negotiating Tools that the Pros Don’t Want You to Know. Jim Camp
On Amazon

Everything is Negotiable! How to Get the Best Deal Every Time. Gavin Kennedy
On Amazon

The Personal MBA: Master the Art of Business. Josh Kaufman
On Amazon

Managing The Professional Service Firm. David H. Maister
On Amazon

The Ideal Executive: Why You Cannot Be One and What to Do About It. Ichak Adizes
On Amazon

Clean Code: A Handbook of Agile Software Craftsmanship. Robert C. Martin
On Amazon

Customers for Life: How to Turn That One-Time Buyer Into a Lifetime Customer. Carl Sewell, Paul B. Brown
On Amazon

The Art of the Start: The Time-Tested, Battle-Hardened Guide for Anyone Starting Anything. Guy Kawasaki
On Amazon

Death March. Edward Yourdon
On Amazon

The Kama Sutra of Public Speaking. Radislav Gandapas
On Amazon

The Prince. Nicolo Machiavelli
On Amazon

The Willpower Instinct: How Self-Control Works, Why It Matters, and What You Can Do to Get More of It. Kelly McGonigal
On Amazon

The Secrets of Consulting: A Guide To Giving & Getting Advice Successfully. Gerald M. Weinberg
On Amazon

Scrum and XP from the Trenches. Henrik Kniberg.
On InfoQ

Freakonomics: A Rogue Economist Explores the Hidden Side of Everything. Steven D. Levitt, Stephen J. Dubner
On Amazon

Peopleware: Productive Projects and Teams. Tom DeMarco, Timothy Lister
On Amazon

Skin in the Game: Hidden Asymmetries in Daily Life. Nassim Nicholas Taleb
On Amazon

The Phoenix Project: A Novel about IT, DevOps, and Helping Your Business Win. Gene Kim, Kevin Behr, George Spafford
On Amazon

The Software Paradox: The Rise and Fall of the Commercial Software Market. Stephen O’Grady
On Amazon

The Subtle Art of Not Giving a F*ck: A Counterintuitive Approach to Living a Good Life
On Amazon

Harry Potter and the Methods of Rationality
https://www.lesswrong.com/hpmor

In Russian Only
Искусство делового письма. Законы, хитрости, инструменты. Александра Карепина
On Ozon

Русская модель управления. Александр Прохоров
On Ozon

Тайм-драйв. Как успевать жить и работать. Глеб Архангельский
On Ozon

Как люди думают. Дмитрий Чернышев
On Ozon

RTFM. Книга про ИТ-аутсорсинг. Как создать сервисную ИТ-компанию. Евгений Калинин
On Ozon

Эта странная жизнь. Даниил Гранин
On Ozon

Записки автоматизатора. Профессиональная исповедь. Андрей Орлов
On Ozon

Все о жизни. Михаил Веллер
On Ozon

Секс в семье и на работе. Михаил Литвак
On Ozon

Принцип сперматозоида. Михаил Литвак
On Ozon

Джедайские техники. Как воспитать свою обезьяну, опустошить инбокс и сберечь мыслетопливо. Максим Дорофеев
On Ozon

Успех без стратегии. Технологии гибкого менеджмента. Марк Розин
On Ozon

Пиши, сокращай. Как создавать сильный текст. Максим Ильяхов, Людмила Сарычева
On Ozon