New Journal Paper

A paper on ForecastComb, the R package for ensemble forecasting that I have developed (jointly with Gernot Roetzer and Eran Raviv), has been published in The R Journal. The package is available via CRAN and Github.

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Commodities vs Global Macro

"Should trading professionals be specialists or generalists?" Neither! The sweet spot is inbetween. Some thoughts on my recent move from Commodities at Citadel to Global Macro at Point72.

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U.K. Inflation Forecasting

A recent research paper (co-authored with Paul Kattuman) shows how a two-stage decomposition of UK RPI can shed light on the dynamics of the inflation process and improve forecasting accuracy.

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Chris is a quantitative researcher in discretionary Global Macro trading at Point72 Asset Management, focusing on G10 rates and FX derivatives. He joined Point72 from Citadel Investment Group where he was a commodities trading analyst.  He holds a Ph.D. in Econometrics and an M.Phil. in Finance from University of Cambridge, as well as an M.Sc. in Applied Statistics from University of Oxford.

Chris' research is of applied nature - he is working with, and further developing, state-of-the-art time series and machine learning methods in order to solve practical forecasting problems in industry applications. His research projects span a wide range of fields, such as Finance, Official Statistics, Healthcare, as well as Product and Technology Innovation.



Get in touch if... are a researcher interested in discussing or collaborating on forecasting topics. are interested in applying state-of-the-art data analysis.