Workshops

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 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.

  • Maximum number of attendees: 15.
  • Total hours: 6.
  • Fee: $900.
  • Dates and times: January 14 and 21, Saturdays. 8:00-11:00 am EDT.
  • Registration: ernest@epchan.com.

Course outline is available for download here.

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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: $500.
  • Registration: ernest@epchan.com.

Course outline is available for download here.

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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, Cambridge University), 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