Chat With Traders

052: Ernie Chan – How Quant Strategies Are Created, Scrutinized and Introduced to the Market


Listen Later

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.

Learn more about your ad choices. Visit megaphone.fm/adchoices

...more
View all episodesView all episodes
Download on the App Store

Chat With TradersBy Tessa Dao

  • 4.8
  • 4.8
  • 4.8
  • 4.8
  • 4.8

4.8

1,960 ratings


More shows like Chat With Traders

View all
Top Traders Unplugged by Niels Kaastrup-Larsen

Top Traders Unplugged

584 Listeners

We Study Billionaires - The Investor’s Podcast Network by The Investor's Podcast Network

We Study Billionaires - The Investor’s Podcast Network

3,365 Listeners

Desire To Trade Podcast | Forex Trading & Interviews with Highly Successful Traders by Etienne Crete

Desire To Trade Podcast | Forex Trading & Interviews with Highly Successful Traders

99 Listeners

Macro Voices by Hedge Fund Manager Erik Townsend

Macro Voices

3,068 Listeners

Swing Trading the Stock Market by Ryan Mallory

Swing Trading the Stock Market

788 Listeners

Trading Nut | Trader Interviews - Forex, Futures, Stocks (Robots & More) by Cam Hawkins

Trading Nut | Trader Interviews - Forex, Futures, Stocks (Robots & More)

224 Listeners

The Market Huddle by Patrick Ceresna & Kevin Muir

The Market Huddle

362 Listeners

Investing With IBD by Investor's Business Daily

Investing With IBD

381 Listeners

B The Trader by Alex B

B The Trader

354 Listeners

Excess Returns by Excess Returns

Excess Returns

65 Listeners

Stock Market Options Trading by Eric O'Rourke

Stock Market Options Trading

294 Listeners

The Day Trading Show by Austin Silver

The Day Trading Show

43 Listeners

Forward Guidance by Blockworks

Forward Guidance

271 Listeners

Day Trading for Beginners by Tyler Stokes

Day Trading for Beginners

46 Listeners

Words of Rizdom by Riz Iqbal

Words of Rizdom

15 Listeners