QTS Capital Management, LLC Need help with terms? United States Type: Commodity Pool Operator (CPO)Commodity Trading Advisor (CTA) Registrations: NFA ID: 0431162 Program Past 12 Months Sep YTD CAROR WDD AUM Min Inv Visits Chimera 59.24 - -12.80 $ 53.2M $ 100k 3997 FX Managed Account N/A 22.79 -37.49 $ 100k 18246 QTS Partners, L.P. 33.34 15.57 -35.29 $ 10.7M $ 100k 8299 Tail Reaper -5.10 54.67 11.94 -14.09 $ 4.1M $ 500k 18467 VIX Timer -0.17 -0.34 - -4.57 $ 3.6M $ 100k 3086 Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange ("forex") is substantial. Portfolio ManagerErnest Chan CTA Introduction QTS Capital Management, LLC. is a quantitative investment manager focusing on short tierm futures trading. Principal Ernest Chan has 22 years of research and trading experience in quantitative strategies, starting at Morgan Stanley. He is the author of Quantitative Trading (Wiley, 2008), Algorithmic Trading (Wiley, 2013), and Machine Trading (Wiley, 2017). Ernie obtained his Ph.D. in physics from Cornell University. Chief Software Architect Roger Hunter is responsible for our high-performance automatic execution system that achieved negative slippage. He was the founder and former CEO of a software firm employing more than 40 professionals that was sold to Thomson Reuters. He was formerly professor of mathematics at New Mexico State University. Roger obtained his Ph.D. in Mathematics from Australian National University.