This site is about the scientific approach to improving performance in sport. The increasing use of wearable sensors provides a growing source of data that is ripe for the application of machine learning algorithms and model-based statistical analysis. The aim is to provide new insights into the performance of individuals and teams.
Gavin Francis studied mathematics at St. John’s College, Cambridge, before pursuing a quantitative finance career in the investment management industry. Having published a paper on the application of neural networks for stock selection in the early 1990s, he has consistently worked on the use of algorithmic approaches to managing risk in the financial markets, particularly in the field of foreign exchange. Gavin has maintained a strong interest in Bayesian techniques and has practical experience in managing portfolios for sophisticated global investors, using machine learning techniques.
As a very keen sportsman, Gavin has represented Great Britain at age group level in World and European duathlon championships. He competes in national masters cycling events, currently holding a 2nd category licence. He is an accomplished skier and snowboarder, while in the summer, you will find him kitesurfing, windsurfing or pursuing the family tradition of rock climbing.
Low energy availability assessed by a sport-specific questionnaire and clinical interview indicative of bone health, endocrine profile and cycling performance in competitive male cyclists Keay, Francis, Hind BMJ Open Sports and Exercise Medicine 2018
Decomposition of Emerging Market Currency Risk: A Hedging Application, Gavin Francis, Erin Musli, Tom Cella, Journal of Performance Measurement, Vol. 18 #1 – Fall 2013
Revealing the information content of investment decisions, Noriyuki Okuyama and Gavin Francis, chapter in Handbook of Behavioral Finance, published by Edward Elgar, 2010
“Dicing with the devil”, FX Trader Magazine, Oct 2010
Opening chapter in “Foreign Exchange: A Practitioner’s Approach to the Market” RiskBooks, with Michael Shilling, 2008
“Quantifying the Information Content of Investment Decisions in a Multiple Partial Moment Framework: Formal Definition and Applications of Generalized Conditional Risk Attribution”, Noriyuki Okuyama and Gavin Francis, The Journal of Behavioral Finance, , Vol. 8, No. 3, 121-137, 2007
“Disentangling cognitive bias in the assessment of investment decisions: derivation of generalised conditional risk attribution”, Noriyuki Okuyama and Gavin Francis, The Journal of Behavioral Finance vol. 7, No. 2, 75-87, 2006
“New approaches to currency management”, Public Service Review, European Issue 12, Aug 2006
“What is Value?” Proceedings of Institute of Fiduciary Education conference, Chewton Glen 1996
“Trained to Forecast”, RISK, Jan 1993