As a Senior Research Scientist at AlphaSimplex, Mr. Sinnott conducts applied research and product development. He also serves as a co-portfolio manager of certain funds advised by AlphaSimplex.
Mr. Sinnott joined AlphaSimplex in 2009. He specializes in trend-following, term-structure, and pattern-based trading strategies, as well as trade execution optimization. His most recent contributions include the redesign of AlphaSimplex’s performance analytics infrastructure.
Mr. Sinnott earned both an A.B. and an A.M. in Statistics from Harvard University, where he focused on statistical machine learning, capital markets, and time series analysis. For his thesis, Mr. Sinnott developed original practical applications for a Bayesian conjugate family of statistical distributions with arbitrary skew and kurtosis.