ABOUT THE AUTHOR

Ernest Chan is the managing member of QTS Capital Management, LLC, a commodity pool operator. Ernie has worked for various investment banks (Morgan Stanley, Credit Suisse, Maple) and hedge funds (Mapleridge, Millennium Partners, MANE) since 1997. He received his PhD in physics from Cornell University and was a member of IBM's Human Language Technologies group before joining the financial industry. He was a cofounder and principal of EXP Capital Management, LLC, a Chicago-based investment firm. He is also the author of Quantitative Trading: How to Build Your Own Algorithmic Trading Business, published by John Wiley & Sons in 2009, and a popular financial blogger at http://epchan.blogspot.com. Find out more about Ernie at www.epchan.com.

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