38 min listen
052: Ernie Chan – How Quant Strategies Are Created, Scrutinized and Introduced to the Market
052: Ernie Chan – How Quant Strategies Are Created, Scrutinized and Introduced to the Market
ratings:
Length:
64 minutes
Released:
Dec 23, 2015
Format:
Podcast episode
Description
This week I had the great pleasure of speaking with Dr Ernest Chan, from Toronto (Canada). While many traders in the quantitative arena will already be familiar with Ernie, here’s a brief intro… You could say, Ernie had somewhat of an unconventional introduction to trading – he started out on a research team at IBM, using machine learning and artificial intelligence techniques, teaching computers to understand human languages – before joining a prop trading group. Today, Ernie has upwards of 15 years applying similar techniques to the domain of finance and trading – working with multiple prop firms and hedge funds across his career. And currently, Ernie is the managing member of QTS Capital Management. Just to top it off, Ernie has written two books ‘Quantitative Trading’ and ‘Algorithmic Trading’, and also regularly speaks at conferences. Some of the topics we cover during this episode are; diversification, capital allocation, generating strategy ideas, back-testing and a much more.
Released:
Dec 23, 2015
Format:
Podcast episode
Titles in the series (100)
005: Steve Burns – What separates new traders from rich traders, and how to cross the divide: Steve is here today to dicuss some of the traits that separate the amateurs from the pros. by Chat With Traders