Factor Models In Practice with Ernest Chan
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, 08-05-2015 at 01:21 PM (1526 Views)
Ernest Chan will give a very detailed look into Factor Models in this webinar. 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.
He will discuss the various factor modeling techniques and the more exotic factors 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.