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Richard is the Director of Research at The Cambridge Strategy, a hedge fund specialising in the systematic trading of foreign exchange. He has worked as a quant in the research groups at JP Morgan, RBS and Credit Suisse in foreign exchange, equity, credit, fixed income, commodity and inflation derivatives. He also spent time as the lead Quantitative Researcher for a volatility arbitrage hedge fund. Richard holds a BSc. in Mathematics and Physics from the University of Nottingham, an MSc. in Financial Mathematics from Kings College London, and the Certificate in Quantitative Finance. His current research interests include the application of deep convolutional neural networks to the prediction of financial markets.