E.P. Chan & Associates

Quantitative Trading


Dr. Ernest P. Chan is the Managing Member of QTS Capital Management, LLC. His career since 1994 has been focusing on the development of statistical models and advanced computer algorithms to find patterns and trends in large quantities of data. He has applied his expertise in statistical pattern recognition to projects ranging from textual retrieval at IBM Research, mining customer relationship data at Morgan Stanley, and statistical arbitrage trading strategy research at Credit Suisse, Mapleridge Capital Management, and other hedge funds.

While at the Human Language Technologies group at IBM T. J. Watson Research Center (Yorktown Heights, NY), Dr. Chan spearheaded IBM's research effort to develop a system for searching large text databases such as the World Wide Web, catapulting IBM's reputation as a top player in the field. His system was placed seventh among some forty competitors in a competition sponsored by the National Institute of Science and Technology and the Department of Defense in 1996. At the Artificial Intelligence and Data Mining group in Morgan Stanley's headquarter in New York, Ernie pioneered the application of some of these sophisticated statistical algorithms to the complex task of extracting customer relationships in the Morgan Stanley customer accounts database.

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Courses taught by ZDResearch Training

Backtesting Trading Strategies With MATLAB

Backtesting is the process of feeding historical data to an automated trading strategy and see how it would have performed. This course will study...


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