STA Monthly Meeting – November 2014
Thursday 6th November 2014 at 6PM
Factor Models in Practice.
Factor models are well-known among long-term investors who favour stock selection models. But there are some exotic factors from which shorter term traders can also benefit. This presentation will discuss the various factor modelling techniques and the more exotic factors that researchers have recently discovered.
Speaker
Dr Ernest Chan, Managing Member, QTS Capital Management
Ernie is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. He is the author of “Quantitative Trading: How to Build Your Own Algorithmic Trading Business” and “Algorithmic Trading: Winning Strategies and Their Rationale”, both published by Wiley. He maintains a popular blog “Quantitative Trading” at epchan.blogspot.com.
Next STA Meeting
STA Monthly Meeting – September 2024
Tuesday 10th September 2024 at 6:30pm
Speaker: TBC
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Future STA Meetings
Joint STA and The Commodity Trading Club Meeting
Tuesday 8th October 2024 at 6:30pm
Speaker: TBC
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