Batyrkhan Saduanov is a quantitative finance leader who has successfully bridged the worlds of neurotechnology research and systematic trading, currently serving as Quant Lead at Freedom Broker since December 2022. Leading a team of 4 quantitative analysts, he has developed high-alpha strategies including a straddle approach averaging 12% annual returns and the proprietary FFIN-Sentiment index, which achieves 80% correlation with CNN's Fear & Greed Index using pure NLP techniques. His journey from robotics researcher to quant exemplifies a rare combination of academic rigor and practical market application.
His foundation in Robotics and Mechatronics from Nazarbayev University (2018) led to pioneering research in brain-computer interfaces, where he developed P300-based BCI systems for telepresence applications using NAO humanoid robots. His work, presented at prestigious IEEE conferences including BCI2018 and HRI 2018, garnered 17+ citations and established novel frameworks for robot programming by demonstration using Gaussian Mixture Models. This research, conducted partly at Singapore's Advanced Digital Sciences Center under Dr. Stefan Winkler, demonstrated his ability to integrate complex neurotechnology with practical robotic applications.
Throughout his career progression from Wealtrix Capital Management to Quantum Capital, Batyrkhan has consistently delivered technological innovations that transform trading operations. At Quantum Capital, he built GPU-accelerated backtesting infrastructure that improved computational speed by 250x, while at Tele2 as Senior Data Scientist, his churn prediction models decreased customer attrition by 8%. His brief tenure as IT Director at Aviation Administration Kazakhstan showcased his leadership in infrastructure modernization and risk management system integration.
Today, Batyrkhan represents a new generation of quants who combine deep technical expertise in machine learning, high-performance computing, and algorithmic trading with practical market insights. His skill set spans from developing Python API layers and database optimization to creating sophisticated probabilistic models for market analysis. With publications in IEEE Access and experience across trading, DevOps, Web3, and cloud solutions, he continues to push the boundaries of quantitative finance while maintaining the scientific rigor that defined his early research career.