Andrew Chan

Andrew Chan is a founding partner at Asymmetric Return Capital. Andrew was previously a trader and risk manager at the Chicago Trading Company (CTC Fund Management) from January 2011 to December 2013, where they created and managed a new business line focused on data-driven volatility strategies with open source technology libraries.

At CTC, Chan developed custom risk management tools built with Excel, Java and the Bloomberg API, as 3rd Party Vendor Products (Sophis, Murex, Sungard, etc) were not cost effective for their needs. Andrew also created procedures for managing the life cycle of an OTC trade, including validation, confirmation, data representation, risk attribution, novation, early termination, settlement calculation, and reconciliation.

Chan's volatility strategies include convexity/skew, term structure, relative value and dispersion/implied correlation across indices (global and US) and US single names by trading stocks, ETFs, futures, options, VIX futures, OTC variance and volatility swaps.

Andrew Chan has a Bachelor of Science from The University of British Columbia in Computer Science and they also have a Bachelor of Science from National University of Singapore in Exchange Student. Andrew is certified from Financial Industry Regulatory Authority in FINRA Series 7, 63, 55, 3, 24, 4, 9/10.