research interests

information processing and contemporary pattern analysis, applications to finance; portfolio theory, probability trading, time series modelling, machine learning, asset price forecasting (including derivatives), linear regression and state space modelling, high frequency trading


I completed my undergraduate degree at St John's College, Oxford, graduating with a double-first, joint-school degree in Mathematics and Computer Science.

A scholar at SJC, I focussed on pure mathematics and a broad range of computer science disciplines.

I represented the undergraduate body as Junior Common Room president throughout 2004. In 2005, I edited the college magazine Talking Head, and served as treasurer for the 450th Anniversary Ball of the same year.

After leaving SJC, I began working for a large investment bank, firstly as a technologist, and then as a complex derivatives structurer. My work was mainly based on investor and institutional products derived from hedge fund returns.

In 2009 I left my post, to become a full-time student at University College London where I research alpha-generating strategies inspired by robust analytical approaches.

My studentship is funded by the UK PhD Centre in Financial Computing.

If you're an old friend or interesed in me or my research, please get in touch.

Supervised by Dr. David Barber, I'm interested in designing and developing statistically profitable trading algorithms based on innovative approaches and heuristics.

If you have any comments, queries, questions or suggestions, please contact me directly.


Chris Bracegirdle
PhD Financial Computing
Department of Computer Science

University College London
Gower Street   London   WC1E 6BT
Tel   +44 (0)20 7679 0423   Fax   +44 (0)20 7387 1397   Skype   cbracegirdle
c.bracegirdle (at)

April 2017: I'm making code available for my paper Bayesian Conditional Cointegration at a new website, Bayesian Conditional Cointegration

October 2013: Rob Symes and I launch our new predictive analytics venture The Outside View

January 2013: my PhD thesis is now available

May 2012: I'll be attending ICML 2012 to present my paper Bayesian Conditional Cointegration, which is runner-up for best student paper (discuss here); supplementary

March 2011: I'll be attending AISTATS 2011 to present my paper Switch-Reset Models: Exact and Approximate Inference

September 2010: Bayes' Theorem for Gaussians - set of results for Bayesian manipulation of linear combinations of Gaussian variables

11 June 2010: Talk at inaugural UCL Algorithmic Trading Conference

March 2010: A fairly high-level missive on the credit crisis and financial regulation