Dr. Ernest P. Chan’s career since 1994 has been focusing on the development of statistical models and advanced computer algorithms to find patterns and trends in large quantities of data. He has applied his expertise in statistical pattern recognition to projects ranging from textual retrieval at IBM Research, mining customer relationship data at Morgan Stanley, and statistical arbitrage trading strategy research at Credit Suisse First Boston, Mapleridge Capital Management, Millennium Partners, and MANE Fund Management. While in the Human Language Technologies group at IBM T. J. Watson Research Center (Yorktown Heights, NY), Dr. Chan spearheaded IBM’s research effort to develop a system for searching large text databases such as the World Wide Web, catapulting IBM’s reputation as a top player in the field. His system was placed seventh among some forty competitors in a competition sponsored by the National Institute of Science and Technology and the Department of Defense in 1996. At the Data Mining group in Morgan Stanley’s headquarter in New York, Ernie pioneered the application of some of these sophisticated statistical algorithms to the complex task of extracting customer relationships in the Morgan Stanley customer accounts database. Ernie was invited to join a proprietary trading group at Credit Suisse First Boston in New York in 1998 to develop statistical models for futures trading, stock pair-trading as well as trading based on earnings revisions, surprises and analyst recommendation changes. He joined Mapleridge Capital Management Corp. in 2002 as a Senior Quantitative Analyst working on futures trading strategies, and then Maple Securities/MANE Fund Management Inc. in 2003 as a senior researcher and trader. Ernie consults for money management companies and also manages various accounts including EXP Quantitative Fund, L.P. which he co-founded. He has served as an expert witness in a matter related to algorithmic trading. He writes the Quantitative Trading blog which is syndicated to www.tradingmarkets.com and Yahoo Finance, and has published in the Automated Trader magazine. He was quoted by the New York Times and CIO Magazine, and interviewed on CNBC's Closing Bell program, Technical Analysis of Stocks and Commodities magazine, and Securities Industry News on topics related to quantitative trading. He is the author of "Quantitative Trading: How to Build Your Own Algorithmic Trading Business" published by John Wiley & Sons in 2008. Ernie holds a Bachelor of Science degree from University of Toronto in 1988, graduating with High Distinction and receiving the Lieutenant Governor’s Gold Medal. He also holds a Master of Science (1991) and a Doctor of Philosophy (1994) degree in theoretical physics from Cornell University. In recognition of his expertise in statistical data mining, he was invited to serve on the Program Committees of the International Conference of Knowledge Discovery and Data Mining in 1998 and also of the SPIE Conference on Data Mining and Knowledge Discovery in 1999. He was an invited panelist on Effective Arbitrage Strategies at the ETF Evolution 2007 Summit. He was an invited speaker at the Automated Trading conference in London, UK, in October 2009, and also serves on the Senior Advisory Board of Alpha Quant Club. He conducts workshops on topics from Pair Trading to Backtesting in New York, London and Hong Kong.