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Christian L. Dunis is a Founding Partner of Acanto Research, an advisory company which is dedicated to producing superior risk-adjusted returns through quantitative trading strategies. At Acanto, he has promoted the use of state-of-the-art mathematical and statistical methods to generate long-term sustainable returns and  trading platforms geared to limiting downside risks and drawdowns. He is also Emeritus Professor of Banking and Finance at Liverpool John Moores University where he  directed the Centre for International Banking, Economics and Finance (CIBEF) from February 1999 through August 2011.

He has been a consultant to asset management firms for many years, specializing in the application of nonlinear methods to financial management problems and quantitative trading. From 2011 through 2015, he was Joint General Manager in charge of global risk and new products at Horus Partners Wealth Management Group SA in Geneva (Switzerland).

Before joining Liverpool John Moores University in 1998, Christian Dunis was Global Head of Markets Research at Banque Nationale de Paris which he joined from Chase Manhattan Bank in 1996. At BNP, he managed the Markets Research Group, a 23-strong team covering Foreign Exchange and Fixed Income strategies, developing its technical capabilities and determining the overall architecture of BNP's quantitative models. At Chase Manhattan, where he stayed 11 years, he headed the Quantitative Research & Trading group, a quantitative proprietary trading group using state of the art modelling techniques to trade a portfolio of spot currencies, stock indices and Government bond futures contracts.

He is the the organiser of an International Quantitative Finance Conference on ‘Forecasting Financial Markets’ held every year since 1994 in late May/early June. In 1998, he was appointed as Official Reviewer attached to the European Commission for the evaluation of research projects on emerging software technologies applied to Finance. He is also a Visiting Professor of Quantitative Finance at the University of Venice, at the Doctoral School of the University of Aix-Marseille II and at the ECE School of Engineering in Paris.

Current research interests include nonlinear model combinations, volatility modelling, market neutral stock arbitrage strategies and quantitative trading.

He has published in several refereed journals and is the editor and co-author of ‘Applied Quantitative Methods for Trading and Investment’ (John Wiley & Sons, 2003), ‘Developments in Forecast Combination and Portfolio Choice’ (John Wiley & Sons, 2001), ‘Advances in Quantitative Asset Management’ (Kluwer Academic Publishers, 2000), ‘Nonlinear Modelling of High Frequency Financial Time Series’ (John Wiley, 1998), ‘Forecasting Financial Markets’ (John Wiley, 1996) and ‘Exchange Rate Forecasting’ (Probus Publishing Company, 1989). Commenting on ‘Developments in Forecast Combination and Portfolio Choice’, Professor C.W.J. Granger, Nobel Prize of Economics in 2003, wrote: “A modern book on financial econometrics has to consider interesting and relevant topics from the viewpoint of recently developed techniques that have been shown to actually work. This book delivers in all aspects”.

Christian Dunis holds a MSc and a Superior Studies Diploma in International Economics, and a PhD in Economics from the University of Paris.

Copyright © 2017 Christian L. Dunis. All rights reserved