Dr. Chan currently offers the online course “Algorithmic Options Strategies” conducted in real-time through Adobe Connect. Algorithmic traders have the ability to scan and select among hundreds of stocks, and numerous strike prices and expirations for each stock. Due to this abundance of choices and the resulting high dimensionality of the data, constructing a backtest program is quite challenging. Examples will be drawn from intraday events-driven trading, gamma scalping of options on futures, dispersion trading of stock and stock index options, and cross-sectional mean reversion trading of stock options.

  • Total hours: 6.
  • Fee: $899.
  • Dates and times: February 24 and March 3, Saturdays. 9:00 am -12:00 pm New York time
  • Registration:, or click on the button below.

Course outline is available for download here.



We are offering the pre-recorded online course Cryptocurrency Trading with Python. This course was conducted by Nick Kirk, an expert in algorithmic crypto trading and a quantitative developer, and was moderated by Dr. Ernest Chan. Participants will receive Python source code and data for backtesting. Gemini Exchange’s Sandbox environment will be used, which offers full exchange functionality using test funds, for testing API connectivity and the execution of strategies.

  • Total hours: 6.
  • Fee: $899.
  • Dates and times: Recordings are available for viewing indefinitely.
  • Registration: Email, or click on the button below.

Course outline can be downloaded here.

About Nick Kirk

Nick is the manager of a cryptocurrency fund Cypher Capital. He has more than 10 years’ worth of experience in developing, automating and integrating trading systems for Investment Banks and Asset Management firms. Prior to working in Finance, he worked at IBM Labs and Siemens Research. He has previously taught algorithmic crypto trading at the CQF Institute to wide acclaim.

Praise for this workshop

“Excellent class. Particularly liked the technical aspects of building a trading system in python.”

-Anonymous participant review

“Nick is a very passionate advocate of cryptocurrencies. I was very pleased to have attended one of his cryptocurrency trading workshops in the past. His blunt enthusiasm along with his in-depth knowledge on the field result in a very positive and value added experience on cryptocurrency trading with actual hands-on implementation. In combination with Ernie Chan, the guru of algo trading, the mix is going to be ‘explosive’! Can’t wait!”

– Konstantinos Moutsioulis
Portfolio Analyst, Dutch Development Bank, The Hague Area

“I have been very impressed with Ernie’s past workshops and have enjoyed discussing cryptocurrency trading ideas with Nick on many occasions. I look forward to their unique partnership in the upcoming Bitcoin workshop”.

– Stephen Hope
Former Head of Fixed Income Quantitative Trading Strategies, BNP Paribas




The pre-recorded online course Backtesting is now available. This consists of recorded Adobe Connect sessions. The focus is on discovering and avoiding various pitfalls during the backtesting process that may degrade performance forecasting. Illustrative exercises are drawn from a futures strategy and a stock portfolio trading strategy using MATLAB. Free MATLAB trial licenses will be arranged for extensive in-class exercises. No prior knowledge of MATLAB is needed, but some experience with programming is necessary. The math requirement is basic college-level statistics.

  • Total hours: 7 hours of recorded session.
  • Fee: $299.
  • Registration: Email, or click on the button below.

Course outline can be downloaded here.


Ernie also offers in-person workshops in London, June 4-8, 2018. These workshops may qualify for CFA Institute continuing education credits.


Praise for our workshops:

“An excellent course by a great teacher.  Ernie clearly explained and applied the different areas of Artificial Intelligence, provided invaluable insights as to their relative merits, and gave me the confidence to implement them in my own trading.” – Dr Nikhil Shenai (Ph.D., Imperial College, BA, University of Cambridge), Founder of E K Technologies (Quantitative Trading & Development)

“…thank you again for the Momentum Strategies training course this week. It was very beneficial. I found your explanations of the concepts very clear and the examples well developed. I like the rigorous approach that you take to strategy evaluation.” – Andrew B.

Ernie’s workshop offers particularly helpful insights in implementing profitable trading strategies and that’s beyond his books’ content. And he is one of the most patient and giving instructors I ever met – K.W. Fung, CQF, Founder of Quants Investment

These workshops have provided me with enough familiarity and confidence to tackle the latest research.  Just the segment on intermarket sweep orders in the MFT course was worth the price of admission to all three workshops I went to. – Cedric Yau

Dr. Chan … is a phenomenal instructor…” – Anonymous student evaluation