Interview | SEP 2004
Interview: Christopher Neely Of The Federal Reserve by Jayanthi Gopalakrishnan
Once in a while, we hear something coming out of the Federal Reserve we just don’t expect. In this case, we heard about a technical analysis–receptive individual — an economist, to boot! Christopher Neely is a research officer with the Federal Reserve Bank of St. Louis, where he has worked since receiving his doctorate from the University of Iowa in 1993. His research has been primarily in empirical international finance, but he has published papers on technical trading rules, foreign exchange intervention, and intertemporal asset pricing. In recent times, he has begun to research options markets. Neely is an associate editor at Quantitative Finance, Applied Economics, and co-editor of Journal of International Financial Markets, Institutions And Money. STOCKS & COMMODITIES Editor Jayanthi Gopalakrishnan spoke with Neely via telephone on July 7, 2004. Q: How did you get interested in the work that you do? A: I got interested in technical analysis when I attended a seminar, given by a guy named Blake LeBaron. I think it was 1991 or so. I became interested, but I didn’t do anything about it until about 1995, when a colleague of mine suggested we work together on a study to develop technical trading rules with genetic programming. Q: What is genetic programming? A: It is a type of artificial intelligence that is related to genetic algorithms. It uses the principles of natural selection and recombination to develop successful trading rules. We probably started working on that project in 1995.
by Jayanthi Gopalakrishnan
Technical Analysis of STOCKS & COMMODITIES
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