Emergent Cybernetics specializes in applying various tools and techniques across a full technology stack to financial data and systems. Our goal is to have an automated system emerge from all the parts and pieces humans interact with.
Depending on the problem being solved, we make use of technologies such as databases, APIs, machine learning and business intelligence to extract key insights from data to give companies an edge.
In 2012, Chris managed the grain futures spec and hedge book for Agrex, a subsidiary of Mitsubishi. Along with trading a substantial physical grain position, he also developed a systematic trading strategy for grain futures. He applied this system to corn, soybean, and wheat futures in his time with Agrex, and this strategy still serves as the basis for current strategies Emergent Cybernetics employs across numerous futures markets.
Valero Energy hired Chris in 2015 to trade physical ethanol and to utilize his quantitative skills for building hedging and trading strategies for ethanol, corn and other refined energy products. Chris programmed an automated optimization system for trading physical ethanol along with developing strategic hedging methods for managing commodity risk across all positions.
Through his experience in large-scale grain and energy trading operations, Chris possesses a unique background as a trader. These opportunities have provided Chris insight of the end-user of physical commodities, along with a strong background in the economics of commodity supply and demand fundamentals. Chris has been able to combine this knowledge with his ability to program trading algorithms and quantitative systems, thereby creating his unique trading approach which establishes his edge in managing risk and developing proprietary trading strategies.
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