Svetlana Berezhnova is a co-founder of Westernpips and has been a trader since 2007. She has been with the company from its very beginning and is an expert in high-frequency trading and latency-sensitive trading software.
As assistant to the CEO and lead manager, she heads the team, plans its schedule and leads negotiations with partners. She develops the Westernpips website and the design of its software, provides technical support to clients, and runs the company’s video content and social media.
She programs in C#, HTML and MQL4/MQL5, and wrote earlier versions of the Newest Pro expert advisors and the TradeMonitor program.
Nasdaq targets a 23-hour trading day from December 2026, DTCC already clears 24x5 and brokers route overnight orders to ATSs. What the overnight session looks like — and what it means for liquidity providers.
Why trading firms put servers next to matching engines, how colocation is priced and regulated, the data centers that matter in 2026 — and what cloud-hosted exchanges change.
How FIX messages are built, how sessions recover from gaps, which version to use, and where binary encodings like SBE and FIXP fit — a practitioner’s guide to the language of trading.
Spot FX trades about $3 trillion a day through layers of banks, non-bank market makers, prime brokers and venues. How that liquidity chain works — and how to judge the LPs in it.
Why trading firms moved the critical path from CPUs to FPGAs, what runs in hardware, how teams build it, what it costs — and when software is still good enough.
Long spot, short perpetual, collect funding. How the trade really works, what the funding formula implies for returns, and the exchange, liquidation and regime risks that decide whether it pays.
A clear, evidence-based guide to HFT: history, strategies, technology, risk controls, economics, regulation and the debate — and why 2025 was a record year for electronic market makers.
Spread capture is only the starting point. A practitioner’s view of market-making economics: rebates, adverse selection, inventory risk, the models behind quoting and what 2025’s record revenues say about the business.
Microsecond races decide a fifth of trading volume in some markets. How latency arbitrage works, what the regulator data show, who wins and how exchanges are redesigning around it.
What separates a direct exchange feed from the SIP, Level 2 from Level 3, raw from normalized data — and how licensing and the new EU consolidated tape change what trading firms pay and see.
The rules, order types and participants that turn orders into prices — explained for trading desks, with the key models and formulas, the metrics that matter and the 2025–2026 changes reshaping market structure.
Market makers pay brokers billions a year for retail orders. How PFOF works, what the execution-quality evidence shows, how to read Rule 605/606 data, and why Europe banned it while the US kept it.
Why trading firms need sub-microsecond clocks, how PTP achieves them, which regulatory accuracy rules apply under MiFID II and CAT, and where White Rabbit fits.
Fake orders, real profits — until surveillance catches them. How spoofing and layering work, which laws prohibit them, how regulators detect them and where legitimate order cancellation ends.
Pre-trained forecasting models top general benchmarks, but financial returns are a different beast. What Chronos-2, TimesFM and their peers can and cannot do for trading desks in 2026.
From the speed of light in glass to microwave towers and hollow-core fiber: how trading networks are designed, measured and paid for — and what cloud-hosted exchanges change.
