Short Vix System Avoids huge Spike #13 Ilya Kipnis Short Vix trading
1,618 views · Published 16 February 2018 · 1:37:02 · Indexed 21 October 2026
Channel: David Lincoln · 2018 · Education
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. trading, vxx, volatility, vix, shorting volatility, david moadel, market, quant investing, candlesticks, reverse split, columbia, quantitative analyst, svxy, quantitive finance, quant, emanuel derman interview, risk in volatility products, emanuel derman, swiss franc, euro, yen, dollar, chf, cad, aud, eur, usd, indicators, fundamental, technical, fundamentals, foreign exchange, euro dollar, currency, money, charts, fxcm, forex trading, forex review, euro to dollar 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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