Denis Makarov
Denis Makarov is the founder of DQuant and a quantitative researcher working at the intersection of quantitative finance, machine learning, and software engineering.
His work explores quantitative methods and machine learning in finance through practical experiments, empirical research, and reproducible testing.
Denis is also a startup founder building the DQuant ecosystem, which includes DQuant Lab, a no-code platform for creating, backtesting, and validating trading strategies.
Projects
Research
Paper · 2026
Comparison of Volatility Forecasts from Machine Learning and Conditional Heteroskedasticity Models
7assets
5models
11years of data
Read the paper ↗
Writing
Can a Stochastic strategy be profitable? Testing trading strategies. Day 3
Habr · 2026 ↗
Profitable trading with RSI? Testing trading strategies. Day 2
Habr · 2026 ↗
Is a simple moving average enough for profitable trading?
Habr · 2026 ↗
Volatility forecasting in four lines of code without ML expertise
Habr · 2026 ↗
Contact
Denis is open to research collaborations, ideas in quantitative finance, and conversations about products at the intersection of finance and ML.