About us

SpreadCharts.com was founded in 2012 by Pavel Hála in Hong Kong (as Spread Charts Limited). Jan Rohrbacher and Jiri Kveton joined the company in 2013 and headquarters moved to Prague in the Czech republic. Shortly after, the company in it’s current legal form (SpreadCharts s.r.o.) was established in Prague.

We are a small team of professionals who use the knowledge from the academic sphere in the financial markets. We combine the rigorous approach in science with extensive experience in real world finance. We’re making customized studies and analyses based on our proprietary set of algorithms for hedge funds, brokers, and other financial firms. We’ve also developed and maintain a sophisticated application for commodity futures and spreads analysis on app.spreadcharts.com.

SpreadCharts s.r.o. is a licensed market data distributor of CME Group Inc.

Pavel Hála – Founder, Head of Research


Pavel Hála graduated in Theoretical physics and Astrophysics from Masaryk university in Brno, Czech republic. In his early scientific work he focused on multiwavelength study of active galactic nuclei. Since then he has spent a few years applying most advanced methods of artificial intelligence (Deep learning, ConvNets) to large scale spectral analysis of astrophysical objects. He has been an active participant in the financial markets since 2007. His focus is algorithmic trading using futures spreads and ETF options strategies, where he makes use of his rich experience in data mining. His core approach is quantitative analysis of fundamental and price data. He has served two years as a member of the Advisory Board at the Charles Bridge Global Macro Fund, where he was working on development and optimization of options strategies. He was subsequently working as a portfolio manager for several asset management companies. In the beginning of 2016, he left asset management business and focused on machine learning. His most recent project is building a deep architecture for market making systems on european stock exchanges for a large european investment bank.

Jan Rohrbacher – CFO


Jan Rohrbacher graduated from University of Economics in Prague with major being international trade in the area of derivatives and risk management on financial markets. He continued his studies on prestigious Arizona State Univeristy. He has been many years active trader of options, futures and stocks. He gained his experience in brokerage company XTB where among others he was responsible for developing trading platforms for derivatives management. He currently serves as a member of the Advisory Board at the Charles Bridge Global Macro Fund, where he’s overseeing development and execution of options strategies.

Jiri Kveton – Research analyst


Jiri Kveton graduated in Theoretical physics and Astrophysics from Masaryk university in Brno, Czech republic. He’s one of the leading young scientists in the field of Nonlinear Sciences. He has extensive knowledge of data mining techniques and database handling. These methods can be successfully applied in finance. That’s because financial markets exhibit the same deterministic chaotic behaviour as various natural or astrophysical phenomenons. Jiri is currently working on his Ph.D. research about Nonlinear processes in accretion disks.

Elena Lindisova – Research analyst


Elen started trading on her own account in 2012 while she was attending a university. Her busy life made it difficult to combine school together with a full-time job. Trading offered a way to make some extra money without sacrificing too much time.

She’s trading futures spreads, focusing mostly on interdelivery spreads in agricultural commodities. Her trading system is simple and requires only a few hours per week. It’s built around Commitments of Traders analysis, technical analysis and most notably understanding how structural changes in the underlying market affects spreads.