With a predilection for trading, Chris initiated his studies in the Foreign Exchange market in 1999/2000, became a member of NFA 2003 and registered as a CTA registration in 2005. Under the CTA designation, Chris managed funds for private clients.
Chris immediately took an interest in price behavior and became highly proficient in the area of institutional pricing dynamics. Chris has invested years of study and application into institutional pricing engines and their impact on MDP buy side price matching mechanics, multi-instrument FX liquidity pooling, price and liquidity relationships, latency comparisons, last look, execution times, liquidity aggregation, price delivery and more, to define his trading models.
An early adapter of Fractal Geometry in financial market behavior and a leader in bringing the framework to the FX space, Chris was globally acknowledged for his ability to dissect market psychology, liquidity and price relationships. Hence, in 2006 he was invited to Singapore to speak at a conference, which lead to the banking city becoming his base of operation.