About

Hi there, this is Peter Chan.  I have a keen interest in financial markets and in applying the theory to improve investment returns and reduce risk.

I have a MSc in Financial Engineering, am a CFA charterholder and certified FRM.

I'm researching some interesting ideas in quantitative finance and would like to share some of my findings here.  I use Matlab, R and Python to do the heavy-lifting and will also post some code here.