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.

-----

50 YEARS OF TREND FOLLOWING BOOK AND BEHIND-THE-SCENES VIDEO FOR ACCREDITED INVESTORS - CLICK HERE

In This Episode, You’ll Learn:

The history behind AlphaSimplex and how it began
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
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
The dangers of relying too much on machine learning
What makes AlphaSimplex’s machine learning so easy to understand

-----

Resources & Links Mentioned in this Episode:

Learn more about Joe Blitzstein’s “Introduction to Probability”
Find out more about my co-host Katy Kaminski’s “Trend Following with Managed Futures: The Search for Crisis Alpha”

Follow Niels on Twitter, LinkedIn, YouTube or via the TTU website.

IT’s TRUE ? – most CIO’s read 50+ books each year – get your FREE copy of the Ultimate Guide to the Best Investment Books ever written here.

And you can get a free copy of my latest book “Ten Reasons to Add Trend Following to Your Portfolio” here.

Learn more about the Trend Barometer here.

Send your questions to info@toptradersunplugged.com

And please share this episode with a like-minded friend and leave an honest Rating & Review on iTunes or Spotify so more people can discover the podcast.

Follow Rob on...

TTU99: The Good and Bad of Machine Learning ft. Robert Sinnott of AlphaSimplex – 1of2

Top Traders Unplugged

TTU99: The Good and Bad of Machine Learning ft. Robert Sinnott of AlphaSimplex – 1of2