My name is Ilya Kipnis. I am a data scientist, systematic trader, and quantitative research analyst.
I was inspired to write this blog via interactions with Brian Peterson, Joshua Ulrich, Kent Hoxsey, and professors/RenTec alumni I have interacted with at Stony Brook Quantitative Finance (Dr. Robert J. Frey and Dr. Andrew P. Mullhaupt)
This blog will be an investigation into various problems that interest me in data science, quantitative finance, systematic trading, and asset management.
You can find my github here.
I am committed to continuous learning in data science, systematic trading, and quantitative finance through online courses, books, and articles.
I have previously worked in quantitative analysis for trading, ‘big data’ analytics, and asset management. I am interested in networking, along with other full-time opportunities in data science or finance, and may be reached at my gmail address.
My LinkedIn profile is here.
Lastly, if you want to subscribe to my systematic volatility trading strategy which had a very successful March of 2020 by capturing the long volatility move, you can do so here.