Igor Yelnik

ADG Capital Management LLP

Igor Yelnik joined ADG Capital Management LLP in 2013 where he is in charge of a research and portfolio management team responsible for a systematic global macro investment strategy. Prior to that he spent 9 years at IPM Informed Portfolio Management AB (Sweden) where he was a Partner and Head of Portfolio Management and Research. Igor graduated from Leningrad Polytechnic Institute in 1986 where he obtained a masters degree in computer science (diploma with distinction).

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Articles by Igor Yelnik

Speed and dimensions of trading

In this paper, two new portfolio statistics are introduced: ENT, which measures trading speed, and ENTD, which measures trading diversity. Together with vectors representing major trading directions, these provide new insight into the intrinsic…

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