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052: Ernie Chan – How Quant Strategies Are Created, Scrutinized and Introduced to the Market

Chat With Traders

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Ernie's Trading Style

Ernie: Our focus is really in the intraday trading but not high frequency trading. The reason for that particular time frame is that if it gives us a good enough sharp ratio and you know and a good statistical significance so that we know that whatever result we are seeing is not pure luck. So there are enough trades to convince us that we are doing something correctlyNot just you know random luck. Right okay yeah that's really interesting. Now Ernie how would you describe your style of trading to anyone who is completely unfamiliar with your work?

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