Ernest P. Chan

Ernest P. Chan

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Ernie is the Founder of, a financial machine learning SaaS, and also the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. 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 and

Earnie maintains a popular blog “Quantitative Trading” at 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

Quantitative Trading – 2nd Ed. cover image

Quantitative Trading – 2nd Ed.

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.