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Latest Publications

1

Optimal Order Types for Intraday US Equities Trading

Dr. Ernest Chan

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2

Flirting with Models Podcast – S3E5

Dr. Ernest Chan

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3

Backtesting and its Pitfalls

Dr. Ernest Chan

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4

Enhancing Statistical Significance of Backtests

Dr. Ernest Chan

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5

Peculiarities of Volatilities

Dr. Ernest Chan

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6

How to Succeed in the Quant Trading Business

Dr. Ernest Chan

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7

Optimizing Trading Strategies Without Overfitting

Dr. Ernest Chan & Dr. Ray Ng

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