Look Who it Was Random video

Short Vix System Avoids huge Spike #13 Ilya Kipnis Short Vix trading

1,616 views · Published 16 February 2018 · 1:37:02 · Indexed 23 September 2026

Channel: David Lincoln · 2018 · Education

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Profiled here is Ilya Kipnis a trader who has developed a trading system which seeks to profit from short vol etps while avoiding drawdowns. This is based around VXV/VXMT ratios and other inputs.  His system successful avoided the most recent spike. Ilya like many quants is extremely intelligent and actively adds to the conversation on the vix on social media. Ilya is a teacher who teaches programming in R at Datacamp.com.   To subscribe to his trading system service and find out more about him I am providing the following links:

https://www.datacamp.com/courses/financial-trading-in-r

https://quantstrattrader.wordpress.com/category/volatility/




https://quantstrattrader.wordpress.com/2014/12/10/an-update-to-the-robustness-heuristic-and-a-variation-of-a-volatility-strategy/

His blog: Ilya Kipnis
 https://quantstrattrader.wordpress.com  

His Patreon: https://www.patreon.com/quantstrattrader

Please consider just donating #1 to My Patreon:  https://www.patreon.com/davidlincoln

His subscription service: https://www.patreon.com/quantstrattrader

The paper he co-authored: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=2606884


Ilya is humble about his big success confirmed by the most recent spike in volatility. He explains his system here and we explore topics to do with volatility and trading.

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To Reach me:

https://stocktwits.com/FamisDave
Twitter:  @thefamisdave
Facebook: @famisdave

I post primarily to StockTwits. I post live contango calculations at random times.

It really helps me if you subscribe to this channel.

Info is for educational and entertainment purposes only.

To Reach me:

https://stocktwits.com/FamisDave
Twitter:  @thefamisdave
Facebook: @famisdave

I post primarily to StockTwits. I post live contango calculations at random times.

It really helps me if you subscribe to this channel.

Info is for educational and entertainment purposes only.

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