QTS Capital Management, LLC

CTA / Program YTD Inception
-2.87 12/1/2022
-21.24 8/1/2012
4.48 1/1/2011
-11.52 1/1/2021
-0.23 11/1/2018
0.00 1/1/2011
-3.32 7/1/2020

Past performance is not necessarily indicative of future results. The risk of loss in trading commodity futures, options, and foreign exchange (“forex”) is substantial.

CTA Introduction

QTS Capital Management, LLC. is a quantitative investment manager focusing on short-term 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.
Portfolio Manager
Ernest Chan
Commodity Pool Operator (CPO)
Commodity Trading Advisor (CTA)
NFA 0431162
United States of America