99 Understanding The Good and Bad of Machine Learning with Robert Sinnott of AlphaSimplex – 1of2

Top Traders Unplugged - A podcast by Niels Kaastrup-Larsen

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“I couldn’t resist the chance of working with a small tight-knit group of individuals who are focused more on the research, more on understanding the markets than just making money.” - Robert Sinnott (Tweet)
From the very beginning, Robert Sinnott has studied the movement of the markets and how to anticipate their changes. Robert 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.

In our conversation, my co-host Katy Kaminski and I talk with Robert about how he has used these skills to redesign AlphaSimplex’s performance analytics infrastructure and develop smarter machine learning processes, and how Robert employs this data with such success.

Thank you for listening and please welcome our guest, Robert Sinnott.



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In This Episode, You'll Learn:

The history of AlphaSimplex and how it began

“How do you think about markets? What are your assumptions about how markets behave? What are your assumptions about how markets interact?” - Robert Sinnott (Tweet)

How Robert got involved with AlphaSimplex
How the surrounding technology industry affects Robert’s work
What lessons Robert has learned from his time at AlphaSimplex

“So [our machine learning] is not a black box in any way, shape, or form to us, and that is critical in terms of how we develop these models.” - Robert Sinnott (Tweet)

How Robert spends his time outside of his work
How adaptive markets shape the way Robert works
Why Robert utilizes machine learning and how it benefits AlphaSimplex

“You will never capture all of the factors, all of the drivers, all of the sources of impetus that are driving the individual actors of the markets.” - Robert Sinnott (Tweet)

The dangers of relying too much on machine learning
What makes AlphaSimplex’s machine learning so easy to understand

 
Connect with AlphaSimplex:
Visit the Website: www.alphasimplex.com

Call AlphaSimplex: +1 617-475-7100

E-Mail AlphaSimplex: [email protected]

Follow Robert Sinnott on LinkedIn

 
“All models are wrong; some are useful.” - Robert Sinnott (Tweet)