• Free Book
  • Store
    • Books
    • Free First Chapters
    • Free Newsletters
  • Recent Articles

TradingMarkets.com

Quantified Stock Market Trading Strategies & Systems

  • Home
  • New Trading Research
  • Education
    • Articles
      • Connors Research
      • ETFs
      • Options
      • Stocks
      • Volatility
    • Trading Lessons
    • Connors Research
    • Glossary
    • Interview Archive
    • Videos
  • Python
  • Quantamentals
    • Quantamentals: The Next Great Forefront of Trading and Investing
    • Quantamentals Resources
  • Courses
  • Store
    • New Book! The Alpha Formula
    • “Buy The Fear, Sell The Greed” – Best Seller!
    • Swing Trading College 2019
    • Trading Books and Guidebooks
    • Street Smarts
    • Online Trading Courses
    • Private Mentoring with Larry Connors
    • Customized Trading Research
    • Amibroker Strategy Add On Modules
You are here: Home / Archives for Ernest Chan, Ph.D.

Bias-Free Backtesting: The Big Saturday Interview with Trader Ernest Chan

December 24, 2009 by Ernest Chan, Ph.D.

Noted Dr. Ernest Chan has spent years applying his understanding of statistics and probability to the high-intensity world of stock and futures trading. Here he discusses the role and importance of backtesting trading systems and strategies.

Filed Under: Big Saturday Interview, Recent Tagged With: backtest, backtesting, backtests, Big Saturday Interview, Ernest Chan, famous traders, risk management and strategy, trader inteviews

Do Factor Models Work in the Short Term?

December 26, 2006 by Ernest Chan, Ph.D.

Besides pair-trading, “factor model” is the most popular workhorse of the statistical arbitrageur…

Filed Under: Commentary, Recent

Maximizing compounded rate of return

November 16, 2006 by Ernest Chan, Ph.D.

A simple formula that few traders utilize…

Filed Under: Commentary, Recent

Cointegration is not the same as correlation

November 13, 2006 by Ernest Chan, Ph.D.

Cointegration is the foundation upon which pairs trading (“statistical arbitrage”) is built.

Filed Under: Commentary, Recent

Gold vs. gold-miners: another arbitrage opportunity?

November 8, 2006 by Ernest Chan, Ph.D.

Recently, there has been mounting interest in buying gold…

Filed Under: Commentary, Recent

How much leverage should you use?

November 6, 2006 by Ernest Chan, Ph.D.

Many hedge fund disasters come not from making the wrong bets, but from making too big a bet by overleveraging…

Filed Under: Commentary, Recent

An arbitrage trade between energy stocks and futures

November 3, 2006 by Ernest Chan, Ph.D.

With a lesson costing $6 billion, Amaranth has taught us an, albeit disastrous, arbitrage trading technique in energy futures…

Filed Under: Commentary, Recent

A ‘Highly Improbable’ event?

November 1, 2006 by Ernest Chan, Ph.D.

A historical analysis of the natural gas spread trade that bought down Amaranth…

Filed Under: Commentary, Recent

Buy The Fear, Sell The Greed

Buy The Fear, Sell The Greed

Swing Trading College

New Book From Larry Connors and Chris Cain, CMT – "The Alpha Formula; High Powered Strategies to Beat The Market With Less Risk"

We’re excited to announce the release of a new investment book written by Larry Connors and Chris Cain, CMT. The book, “The Alpha Formula; High Powered Strategies to Beat The Market With Less Risk “ combines… Hedge fund legend Ray Dalio’s brilliant insight into combining uncorrelated strategies… With new, minimally correlated, quantified, systematic strategies to trade… [Read More]

Buy The Alpha Formula Now

Connors Research Traders Journal (Volume 57): 7 Real-World Reasons Why Short Strategies Should Be Included In Your Portfolio

In our new book, The Alpha Formula – High Powered Strategies to Beat the Market with Less Risk, we show the benefits of including short-strategies in your portfolio. As a reminder, building portfolios should be based on First Principles – otherwise known as truths. These truths are: Markets Go Up Market Go Down Markets Go… [Read More]

Company Info

The Connors Group, Inc.
185 Hudson St., Suite 2500
Jersey City, NJ 07311
www.cg3.com

About Us

About
Careers
Contact Us
Link To Us

Company Resources

Help
Privacy Policy
Return Policy
Terms & Conditions

Properties

TradingMarkets
Connors Research

Connect with TradingMarkets

Contact

info@cg3.com
973-494-7311 ext. 628

Free Book

Short Term Trading Strategies That Work

© Copyright 2020 The Connors Group, Inc.

Copyright © 2023 · News Pro Theme on Genesis Framework · WordPress · Log in