Monday, September 29, 2008
About Me
- Name: Ernest Chan
Ernie is a quantitative trader and consultant who helps his clients implement automated, statistical trading strategies. Ernie has worked as a quantitative researcher and trader in various investment banks (Morgan Stanley, Credit Suisse First Boston, Maple Securities) and hedge funds (Mapleridge Capital, Millennium Partners, MANE Fund Management) since 1996. He received his Ph.D. in physics from Cornell University and currently co-manages Chicago-based EXP Quantitative Fund, L.P. You can find out more about Ernie at www.epchan.com.
My Book
Previous Posts
- Index change strategy
- Behavioral finance we can all use
- Predicting SP500 futures using investor sentiment
- More on parameterless trading model
- What are we hedging here?
- Have oil stocks exhausted their run?
- Futures markets have no effect on spot prices
- Statistical electoral vote predictor: Update
- Statistical model predicts a McCain victory?
- Pre-order my book from Amazon.com
Recommended Books
Links

- Ernest P. Chan Consulting
- RSS Site Feed
- Max Dama on Automated Trading
- TED Spread
- Paul Krugman
- Calculated Risk
- 1440 Wall Street
- Quantitative Research & Trading
- Forex
2 Comments:
Ernie,
Thanks for the video. How much does Discovery cost for one independent user? By the way, you mentioned that you use Matlab. Is that your favorite platform besides Discovery?
Regards,
Max
Max,
Alphacet is designed for institutional traders and is priced accordingly. If you are interested to look into this further, please email me.
Yes, I use Matlab for most of my personal R&D.
Best,
Ernie
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