Video Manual - Factor Models in Practice by Quantitative Strategist Ernest Chan

Video Manual - Factor Models in Practice by Quantitative Strategist Ernest Chan

22 May 2015, 12:11
Sergey Golubev
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Factor models are well-known among long-term investors who favor stock selection models. But there are some exotic factors from which shorter term traders can also benefit. This webinar will discuss the various factor modeling techniques and the more exotic factors that researchers have recently discovered.

Ernest Chan:

  • Quantitative Strategist
  • He was a principal of EXP Capital Management
  • Supervised Drexel-Burnhan-Lambert’s commodity department in Los Angeles
  • Ph.D. in physics from Cornell University
  • Managing Member of QTS Capital Management, LLC.
  • Adjunct Associate Professor of Finance at Nanyang Technological University in Singapor
Ernie Chan is the author of "Quantitative Trading: How to Build Your Own Algorithmic Trading Business" published by John Wiley & Sons in 2009.




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