The LSE Directory / Trading influencers
Ernest P. Chan, publicly known as Ernie Chan, is a quantitative trader, author, and financial machine-learning entrepreneur best known for teaching statistical arbitrage and pairs (mean-reversion/cointegration) trading strategies to a retail and semi-professional audience. He holds a PhD in physics from Cornell University and a BSc in physics from the University of Toronto, and worked in pattern-recognition and data-mining roles at IBM Research and Morgan Stanley before moving into statistical arbitrage research at Credit Suisse and other hedge funds; in 2011 he founded QTS Capital Management, a systematic trading firm he now chairs, and in 2020 he founded the fintech PredictNow.ai, where he serves as chief scientist. He is the author of three widely read Wiley trading books, "Quantitative Trading," "Algorithmic Trading: Winning Strategies and Their Rationale," and "Machine Trading," all of which teach mean-reversion and pairs-trading methodology, and he has taught these techniques for years via his long-running blog (epchan.blogspot.com), as EPAT faculty and course author for QuantInsti/Quantra, and as adjunct faculty at Northwestern University's Masters in Data Science program. Any performance, returns, or track-record claims tied to his funds or courses reflect his own publications, interviews, and firm materials rather than independently verified figures.
