Factor models are not just for long-term investors. They can help traders find out why their strategies are suffering. This talk highlights the difference between factor and “alpha” models, and what short-term factors traders can use.
Dr. Ernest P. Chan, is an expert in the application of statistical models and software for trading currencies, futures, and stocks. He also offers training via workshops or individualized consulting. Dr. Chan has built and traded numerous quantitative models for investment banks and hedge funds in the past. He has served individual and institutional clients in Australia, Canada, France, Hong Kong, India, Singapore, South Africa, United Kingdom, and the United States since 2006.