CSTA Oakville Monthly Meeting - June 8 2016

When
08 Jun 2016
7:00 PM - 9:00 PM
Location
QEPCCC - Program Room 3

Registration

Guest Registration (first time visitors please email bm@csta.org to register) – $17.70
Member Registration

Registration is closed

Oakville Chapter of

The Canadian Society of Technical Analysts

Durham Chapter of The Canadian Society of Technical Analysts

Meeting: June 8 2016

Guest Presenter: Dr. Ernie Chan

Topic: The Peculiarities of Volatility

Location: QEPCCC Program Room 3

Ernie is the Managing Member of QTS Capital Management, LLC., a commodity pool operator and trading advisor. Ernie has worked for various investment banks (Morgan Stanley, Credit Suisse, Maple) and hedge funds (Mapleridge, Millennium Partners, MANE) since 1997. He received his Ph.D. in physics from Cornell University and was a member of IBM's Human Language Technologies group before joining the financial industry. He is the author of "Quantitative Trading: How to Build Your Own Algorithmic Trading Business" and "Algorithmic Trading: Winning Strategies and Their Rationale". Find out more about Ernie at www.epchan.com

Ernie will explore some interesting features of both realized and implied volatilities that are useful to traders. These include the various ways one can use prediction of volatilities in constructing trading strategies.