Author of Quantitative Trading, Algorithmic Trading, and Machine Trading epchan.com. Founder of Predictnow.ai and QTS Capital Management qtscm.com.
Joined May 2024
- Tweets 243
- Following 42
- Followers 3,290
- Likes 210
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Pinned Tweet
8 May 2025
I co-authored a book with a GenAI expert and I am slowly understanding the half that my co-author wrote. Check it out if you want to join me in the journey! a.co/d/baTcfa3
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Ernest Chan retweeted
Jan 16
one of my favorite quotes from @echanQT's first book
straight lines make lots of money!
There’s this mythos around JS/HRT/Citadel/<insert quant shop> where everything is a 160 IQ 4D chess move. In reality a lot of what happens at these places is just improvised and hacked together.
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Jan 9
Thanks for the kind words @GuiBibeau !
Jan 9
Get the books from @echanQT. IMO the best ones
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Jan 1
Excited to hear that the paperback version of my first book Quantitative Trading is now available amzn.to/4jgIk0c ! New foreword by Rishi Narang with the elegant prose that his readers have come to expect. Happy New Year everyone!
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30 Oct 2025
Please see my new blog post "Features Selection in the Age of Generative AI" open.substack.com/pub/gatamb…
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26 Sep 2025
I will teaching my “Trading with GenAI” workshop at Imperial College London Nov 22-23. Register here: meetup.com/thalesians/events…
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Ernest Chan retweeted
23 Sep 2025
Some key takeaways from Chapter 1 of @echanQT Algorithmic Trading.
#proptrading #learning #quantfinance
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13 Sep 2025
When people ask me how old I am these days, I tell them I am old enough to be in the same room as one of the key physicists of the Manhattan Project many times.
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1 Sep 2025
My co-author @hamletjmedina published an excellent blog post summarizing the key points of our book: gatambook.substack.com/p/boo…
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27 Jun 2025
There is a kind of target variable that a neural network can predict but regression trees cannot. The first three who answer correctly will get our free book amzn.to/3FbBgSH
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30 Jun 2025
Pleased to see that 3 readers have answered correctly before the deadline! The answer is: vector-valued labels.
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20 Jun 2025
At least some people like our fifth book amzn.to/3R5IESx "Kudos ... for sharing their hard-earned knowledge and creating a practitioner resource that is timely, relevant, and ‘roll up your sleeves’ practical" - Jay Vyas, CSO, Firinne Capital; fmr Head of Research, Canada Pension Plan Investment Board.
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20 Jun 2025
Deep Reinforcement Learning for Portfolio Optimization. Is it really better than our Conditional Portfolio Optimization method? See new blog post: gatambook.substack.com/p/dee…
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14 Jun 2025
Applying transformer to multiple assets' features. A new blog post: gatambook.substack.com/p/cro…
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14 Jun 2025
The gradient of an expectation can be expressed as expectation of a gradient - that's the essence of policy optimization in reinforcement learning as well as Monte Carlo optimization of neural nets. For the latter, see a.co/d/flGaZbz
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9 Jun 2025
Valeriy @predict_addict is one of the best AI experts out there. A great honour that he likes my book!
8 Jun 2025
Arguably one of the best—if not the best—books on systematic trading, authored by the legendary Ernie Chan.
Fun fact: my own MSc dissertation is cited in it!
#Trading #Finance #MachineLearning
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6 Jun 2025
Goodness! After reading my co-author @hamletjmedina 's explanation of attention and transformers 3 times, I finally understand them! So far his explanation is the best among many AI books I read: a.co/d/8d7YsZ5
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30 May 2025
Applying Transformers to Financial Time Series. A new blog post: gatambook.substack.com/p/app…
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29 May 2025
Some people question whether a "distilled" model can outperform the "teacher" model (as it was alleged that DeepSeek distilled OpenAI's GPT's output and outperformed it). We demonstrated that this can be done in our book a.co/d/aOLoiG5
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