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

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

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Avsnitt(326)

236: Lance Breitstein – The Ultimate Day Trader, Pt. 3

236: Lance Breitstein – The Ultimate Day Trader, Pt. 3

The promised and much-anticipated follow-up interview with Lance Breitstein… Lance was formerly a Senior Trader at proprietary firm Trillium. He earned the rank as ‘Top Trader’ in 2020 and 2021 with c...

27 Juni 20221h 23min

235: Chris Cady – A Lifetime Student of Markets

235: Chris Cady – A Lifetime Student of Markets

Today, I bring you a man who’s truly seen it all: Chris Cady Having surpassed 40-years as an equity index trader, Chris has lived through every type of market environment imaginable and reinvented him...

13 Juni 20221h 11min

234: Domer – The Information Edge: Winning in Prediction Markets

234: Domer – The Information Edge: Winning in Prediction Markets

While many are only hearing about prediction markets for the first time, for near a decade, anonymous trader Domer (@Domahhhh) has been at the frontier of profiting from outcomes of unknown future eve...

24 Maj 202256min

233: Kenny Sharkness – Blowout Loss Creates a Cold-Blooded Killer

233: Kenny Sharkness – Blowout Loss Creates a Cold-Blooded Killer

This year I’ve brought you some truly phenomenal traders and it continues, right here… Kenny Sharkness (aka Shark) is one of the greatest success stories to come out of proprietary trading firm SMB Ca...

28 Apr 202253min

232: Nishant Porbanderwalla – Trade Recap: Manic Meme-Stock, Profound Profit

232: Nishant Porbanderwalla – Trade Recap: Manic Meme-Stock, Profound Profit

Nishant Porbanderwalla—a senior trader at proprietary firm Kershner Trading Group—is no stranger to the show. In his third appearance on Chat With Traders, Nish recaps how he booked an outsized six-fi...

12 Apr 202236min

231: James Chen – Obscure Edges, Outsized Alpha

231: James Chen – Obscure Edges, Outsized Alpha

James Chen is an equities trader and a partner at Sydney-based fund BlueLake Partners. Furthermore, he’s a heavy-hitter who operates on a different level to most… For well over a decade, James has bee...

28 Mars 20221h 2min

230: Oliver Chalk – ETH Mining Experiment; Gateway to Full-Scale BTC Basis Trading

230: Oliver Chalk – ETH Mining Experiment; Gateway to Full-Scale BTC Basis Trading

It was early-2017, Oliver was nearing the end of his high school years, when he had discovered Ethereum—or more accurately, the self-described tech-head had strapped together 6x GPU's for the purpose ...

13 Mars 20221h 10min

229: Lance Breitstein – The Ultimate Day Trader, Pt. 2

229: Lance Breitstein – The Ultimate Day Trader, Pt. 2

Lance Breitstein was a Senior Trader at proprietary trading firm Trillium and Manager of the Chicago office. He has trained, mentored and refined dozens of top discretionary intraday traders, while ar...

22 Feb 202253min

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