Vassilis Liatsos
Consulting Engineering & Architecture at Tradelegs LLC
Westport, Connecticut, United States
Summary
👤
Senior🎓
Top SchoolVassilis Liatsos is a seasoned software engineer and principal architect with over 20 years applying large-scale combinatorial optimization and quantitative models to US equity options. He founded and led Tradelegs’ flagship TLDS product—designing a 200,000+ line cloud architecture, advanced optimizers, volatility and payout editors, and production ML-based earnings predictors—while shepherding integrations with CBOE and UBS. Equally comfortable in research and operations, he built automated backtesting, portfolio-margin-aware reporting, and secure CI/CD/Kubernetes deployments that supported systematic SPX strategies and an ETF launch. He combines a PhD-level academic foundation from Imperial College London with hands-on fintech delivery, and is notable for translating complex derivatives math into practical, auditable trading systems.
10 years of coding experience
23 years of employment as a software developer
PhD, Computer Science, PhD, Computer Science at Imperial College London
English, Greek
Github Skills (19)
coercion10
jruby10
jvm9
java9
ruby9
invokedynamic9
concurrency9
error-messages6
middleware4
datetime4
exchange4
python3
pandas3
cryptocurrency3
calendars3
Programming languages (2)
Github contributions (5)
vassilios/definitions
Mar 2017 - Apr 2022
Holiday definition files. You deserve a holiday!
Contributions:5 pushes in 5 years 2 months
definition
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