Ernie is the Founder of PredictNow.ai, a financial machine learning SaaS, and also the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. PredictNow.ai computes the probability of profit for the next investment based on an investor’s past investment history. QTS manages a hedge fund as well as individual accounts. More information about his services can be found at predictnow.ai and www.qtscm.com.
Earnie maintains a popular blog “Quantitative Trading” at epchan.blogspot.com and is an adjunct faculty at Northwestern University’s Master’s in Data Science program. His courses and publications on finance and machine learning can be found at www.epchan.com.
In this newly revised Second Edition, quant trading expert Dr. Ernest P. Chan shows you how to apply both time-tested and novel quantitative trading strategies to develop or improve your own trading firm.
- Welcome to Our Feature Zoo with 600+ features!
- Metalabeling and the duality between cross-sectional and time-series factors
- Conditional Parameter Optimization: Adapting Parameters to Changing Market Regimes via Machine Learning
- The Amazing Efficacy of Cluster-based Feature Selection
- What is the probability of profit of your next trade? (Introducing PredictNow.Ai)
- Why does our Tail Reaper program work in times of market turmoil?
- US nonfarm employment prediction using RIWI Corp. alternative data
- Experiments with GANs for Simulating Returns (Guest post)
- Is News Sentiment Still Adding Alpha?
- The most overlooked aspect of algorithmic trading
- Loss aversion is not a behavioral bias
- FX Order Flow as a Predictor
- A novel capital booster: Sports Arbitrage
- Optimizing trading strategies without overfitting
- StockTwits Sentiment Analysis
- Building an Insider Trading Database and Predicting Future Equity Returns
- Paradox Resolved: Why Risk Decreases Expected Log Return But Not Expected Wealth
- More Data or Fewer Predictors: Which is a Better Cure for Overfitting?
- Pre-earnings Annoucement Strategies
- Really, Beware of Low Frequency Data
- Things You Don't Want to Know about ETFs and ETNs
- Mean reversion, momentum, and volatility term structure
- Predicting volatility
- An open-source genetic algorithm software (Guest post)
- Interview with Euan Sinclair