Workshops

• How can you tell if your earnings data has look-ahead bias?
• How would you know if your vendor’s news sentiment data has errors?
• What are the many hidden problems with simple stock price databases?.

These and many other topics will be discussed in our new pre-recorded online course Lifecycle of Trading Strategy Development with Machine Learning. This is a 12-hour, in-depth, online workshop focusing on the challenges and nuances of working with financial data and applying machine learning to generate trading strategies. We will walk you through the complete lifecycle of trading strategies creation and improvement using machine learning, including automated execution, with unique insights and commentaries from our own research and practice. We will make extensive use of Python packages such as Pandas, Scikit-learn, LightGBM, and execution platforms like QuantConnect. It will be co-taught by Dr. Ernest Chan and Dr. Roger Hunter, principals of QTS Capital Management, LLC. The course was taught in 3 parts, each part will last 4 hours. Course outline is available for download. Inquiries at ernest@epchan.com

• Fee: $599 per part. ($1,749 for complete course. Full-time student discount available.)
• Dates and times: Pre-recorded
• Where: Online

The complete list of our pre-recorded online courses can be downloaded here. Please email ernest@epchan.com to register.

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, University of Cambridge), Founder of E K Technologies (Quantitative Trading & Development)

“While being familiar with the subject I truly enjoyed the material covered and the [options] course has certainly provided food for thought.” – Laurent Hoffmann, Ph.D., Former Senior Quantitative Analyst, Structured Credit Trading, at Depfa Bank Asset Management Europe & RoW.

“…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. (senior executive at a major Canadian bank.)

“…I have been very impressed with Ernie’s past workshops…” – Stephen Hope, Former Head of Fixed Income Quantitative Trading Strategies, BNP Paribas.

“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 brings a practical approach to a difficult topic that helps students not only understand the topic at hand but why the topic is important in the applied field. I can’t speak highly enough about the course and instruction…” – Anonymous student evaluation

“Dr. Chan … is a phenomenal instructor…” – Anonymous student evaluation