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

Published: Dec. 24, 2015, 9:15 a.m.

b'This week I had the great pleasure of speaking with Dr Ernest Chan, from Toronto (Canada).\\nWhile many traders in the quantitative arena will already be familiar with Ernie, here\\u2019s a brief intro\\u2026\\nYou could say, Ernie had somewhat of an unconventional introduction to trading \\u2013 he started out on a research team at IBM, using machine learning and artificial intelligence techniques, teaching computers to understand human languages \\u2013 before joining a prop trading group.\\nToday, Ernie has upwards of 15 years applying similar techniques to the domain of finance and trading \\u2013 working with multiple prop firms and hedge funds across his career. And currently, Ernie is the managing member of QTS Capital Management.\\nJust to top it off, Ernie has written two books \\u2018Quantitative Trading\\u2019 and \\u2018Algorithmic Trading\\u2019, and also regularly speaks at conferences.\\nSome of the topics we cover during this episode are; diversification, capital allocation, generating strategy ideas, back-testing and a much more.\\nLearn more about your ad choices. Visit megaphone.fm/adchoices'