Ernest Chan specialises in the development of statistical models and advanced computer algorithms to find patterns and trends in large quantities of data. He began his career working on statistical pattern recognition to projects ranging from textual retrieval at IBM Research. In 1998 he joined the proprietary trading group at CSFB developing statistical models for futures trading, stock pair-trading as well as trading based on earnings revisions, surprises and analyst recommendation changes. He has also worked on projects for MapleRidge Capital Management, Millennium Partners, and MANE Fund Management. He currently runs his own consulting company, E. P. Chan & Associates specialising in the research and development of statistical models and software for trading stocks and futures. Ernie holds a PhD theoretical physics from Cornell University.
Trevor Neil has been a trader for over 30 years, having become a commodities trader at Merrill Lynch in the mid 1970’s before going on to work at LIFFE giving technical analysis support to floor traders. In 2000 he became head of technical analysis at Bloomberg where he was responsible for training and technical analysis software development. He has served on the board of the UK’s Society of Technical Analysts and as principal trainer for The Technical Analyst, has trained the top investment firms and funds throughout Europe. Trevor also delivers the popular ‘Friday Technical Analysis Surgery’ on the Thomson Reuters Webex.
Christian Schaller has 20 years experience in relative value trading having worked as part of the RV team at Deutsche Bank as well as being global head of leveraged investments at ABN Amro. Since 2004 he has consulted privately to financial institutions on the development, training, and management of quantitative research and analysis.
He has co-authored the book ‘Fixed Income Relative Value Analysis – A practitioner’s guide to the Theory, Tools and Trades’ (Wiley/Bloomberg Press, 2013) and has a Ph.D. in mathematics from the University of Bonn, Germany.