Tag Archives: Millisecond

Millisecond Frequency Trading by Dr Ernie Chan

Dr. Chan currently offers the online course “Millisecond Frequency Trading” (MFT) to a select number of traders and portfolio managers. This is an online workshop conducted in real-time through Adobe Connect. It has 2 focuses:

1) Defence against high frequency traders by utilizing the myriad order types and technologies available to a slower trader;
2) Backtest strategies with milli-second frequency historical tick data using MATLAB.

Free MATLAB trial licenses will be arranged for extensive in-class exercises. No prior knowledge of MATLAB is needed, but some experience with programming is necessary. The math requirement assumed is basic college-level statistics.

  • Maximum number of attendees: 6.
  • Total hours: 8.
  • Fee: $1,450.
  • Suggested dates and times: March 25-26, 5:30-9:30 pm ET


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NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!