R Package: GeomComb

The R package GeomComb for geometric forecast combination (co-authored with Gernot Roetzer from Trinity College Dublin) is now available via Github.

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U.K. Inflation Forecast

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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Healthcare Demand

Addressing the grim funding situation of the NHS, this research project (in collaboration with a hospital) focuses on exploring the value of disaggregated healthcare demand forecasting for staffing optimization.

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Chris is a quantitative researcher in discretionary Global Macro trading at Point72 Asset Management, focusing on analysis of 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 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. He is passionate about data science, the science - and art - of extracting hidden useful information from datasets.



Get in touch if...

...you are a researcher interested in discussing or collaborating on forecasting topics.

...you are interested in applying state-of-the-art data analysis.